+1,048.9%
CTAS vs SHAK
+47.7%
+1,001.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -0.2% | -6.6% | +6.4% | +0.9% |
| 3M | +11.7% | +30.1% | -18.4% | +6.4% |
| 6M | +0.7% | -28.7% | +29.5% | +4.6% |
| YTD | +7.4% | -14.5% | +21.9% | +7.8% |
| 1Y | -2.1% | -31.9% | +29.8% | +1.8% |
| 3Y | +62.9% | -1.0% | +63.9% | +51.3% |
| 5Y | +111.9% | -18.7% | +130.6% | +95.2% |
| 10Y | +652.2% | +98.1% | +554.1% | +459.5% |
| All | +1,048.9% | +47.7% | +1,001.2% | +762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling