+3,663.5%
SHOP vs CSX
+422.0%
+3,241.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -16.7% | +8.7% | -25.4% | -20.7% |
| 3M | -2.2% | +4.2% | -6.4% | -4.7% |
| 6M | +45.6% | +16.7% | +28.9% | +32.0% |
| YTD | -7.3% | +44.5% | -51.8% | -26.6% |
| 1Y | -6.1% | +50.3% | -56.4% | -27.3% |
| 3Y | +143.3% | +76.3% | +67.0% | +70.8% |
| 5Y | +0.2% | +58.1% | -58.0% | -24.9% |
| 10Y | +3,663.5% | +416.4% | +3,247.1% | +2,032.5% |
| All | +3,663.5% | +422.0% | +3,241.5% | +2,032.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling