+1,049.1%
CTAS vs SHAK
+43.4%
+1,005.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.0% | -5.2% | +4.2% | -0.2% |
| 3M | +15.8% | +27.3% | -11.5% | +10.7% |
| 6M | -1.0% | -27.9% | +26.9% | +2.6% |
| YTD | +7.4% | -17.0% | +24.4% | +8.3% |
| 1Y | -0.1% | -30.9% | +30.8% | +3.6% |
| 3Y | +66.3% | +3.4% | +62.9% | +53.1% |
| 5Y | +111.0% | -20.5% | +131.5% | +95.1% |
| 10Y | +662.9% | +88.3% | +574.6% | +470.9% |
| All | +1,049.1% | +43.4% | +1,005.7% | +766.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHAK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling