+8,355.9%
SHOP vs CSX
+413.8%
+7,942.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.7% | -4.8% |
| 7D | -13.9% | -2.7% | -11.2% | -12.4% |
| 30D | -12.6% | +7.0% | -19.6% | -15.9% |
| 3M | -0.3% | -0.3% | 0.0% | -0.4% |
| 6M | +33.6% | +13.5% | +20.0% | +22.9% |
| YTD | -10.7% | +41.5% | -52.2% | -28.4% |
| 1Y | -11.8% | +45.8% | -57.5% | -30.3% |
| 3Y | +133.9% | +74.4% | +59.5% | +65.8% |
| 5Y | -5.9% | +53.6% | -59.5% | -28.0% |
| 10Y | +3,571.8% | +465.6% | +3,106.2% | +1,385.4% |
| All | +8,355.9% | +413.8% | +7,942.0% | +3,970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling