-2.9%
SHOP vs CSX
+47.4%
-50.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +6.2% |
| 7D | -5.4% | -5.5% | +0.1% | -1.2% |
| 30D | -10.3% | +4.9% | -15.2% | -14.0% |
| 3M | +1.0% | -2.9% | +3.8% | +2.8% |
| 6M | +41.2% | +8.3% | +32.9% | +29.4% |
| YTD | -7.5% | +36.7% | -44.2% | -32.5% |
| 1Y | -4.6% | +41.5% | -46.1% | -32.5% |
| 3Y | +146.4% | +68.6% | +77.8% | +39.9% |
| All | -2.9% | +47.4% | -50.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling