+139.0%
SHOP vs CSX
+75.3%
+63.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.2% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -14.2% | +8.1% | -22.3% | -17.8% |
| 3M | -5.5% | +2.2% | -7.7% | -6.7% |
| 6M | +32.8% | +14.6% | +18.2% | +21.0% |
| YTD | -8.9% | +42.2% | -51.1% | -30.3% |
| 1Y | -7.7% | +47.3% | -55.0% | -31.2% |
| 3Y | +139.0% | +73.5% | +65.5% | +68.7% |
| All | +139.0% | +75.3% | +63.7% | +68.7% |
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