+120.5%
SHOP vs CSX
+68.2%
+52.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -5.1% | -3.4% | -1.7% | -3.1% |
| 30D | +0.6% | -3.1% | +3.7% | +2.5% |
| 3M | +25.0% | +7.2% | +17.9% | +18.5% |
| 6M | +11.9% | +16.2% | -4.3% | -1.3% |
| YTD | -9.9% | +37.5% | -47.4% | -30.7% |
| 1Y | 0.0% | +53.2% | -53.3% | -29.6% |
| All | +120.5% | +68.2% | +52.3% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling