-12.1%
SHOP vs CSX
+59.2%
-71.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.4% |
| 7D | +2.1% | +3.1% | -1.0% | -0.4% |
| 30D | -16.8% | +9.7% | -26.6% | -22.9% |
| 3M | -2.4% | +4.9% | -7.3% | -6.4% |
| 6M | +47.0% | +18.4% | +28.7% | +25.8% |
| YTD | -8.8% | +45.9% | -54.7% | -36.7% |
| 1Y | -6.3% | +50.0% | -56.2% | -36.4% |
| 3Y | +139.3% | +78.0% | +61.3% | +30.8% |
| 5Y | -12.1% | +59.2% | -71.2% | -49.1% |
| All | -12.1% | +59.2% | -71.2% | -49.1% |
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