+683.1%
CTAS vs SHAK
+87.2%
+595.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.9% |
| 7D | +0.5% | -8.3% | +8.8% | +2.1% |
| 30D | -0.7% | -12.6% | +11.9% | +1.8% |
| 3M | +11.1% | +9.1% | +2.0% | +8.6% |
| 6M | +2.1% | -31.2% | +33.4% | +7.4% |
| YTD | +8.0% | -21.6% | +29.5% | +10.0% |
| 1Y | -0.5% | -38.8% | +38.3% | +6.3% |
| 3Y | +66.2% | +0.6% | +65.6% | +50.2% |
| 5Y | +109.2% | -22.5% | +131.7% | +90.1% |
| All | +683.1% | +87.2% | +595.9% | +398.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling