+207.4%
SHEL vs CTAS
+675.6%
-468.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | +7.0% | -3.1% | +10.0% | +8.3% |
| 3M | +12.5% | +10.3% | +2.2% | +7.2% |
| 6M | +14.8% | +1.6% | +13.1% | +12.9% |
| YTD | +34.2% | +6.3% | +27.9% | +29.1% |
| 1Y | +37.0% | -0.5% | +37.5% | +35.4% |
| 3Y | +70.9% | +64.6% | +6.3% | +27.8% |
| 5Y | +192.5% | +106.0% | +86.5% | +89.6% |
| All | +207.4% | +675.6% | -468.2% | +25.6% |
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