+216.1%
SHEL vs CTAS
+817.6%
-601.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.6% | +0.5% | -2.0% | -1.8% |
| 30D | -4.3% | +10.2% | -14.5% | -8.3% |
| 3M | +10.4% | +12.1% | -1.7% | +4.8% |
| 6M | +17.5% | +38.3% | -20.7% | +1.2% |
| YTD | +37.8% | +21.9% | +15.9% | +24.8% |
| 1Y | +33.8% | +24.0% | +9.8% | +20.0% |
| 3Y | +69.1% | +75.1% | -6.0% | +23.6% |
| 5Y | +165.7% | +116.9% | +48.8% | +69.8% |
| All | +216.1% | +817.6% | -601.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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