+192.3%
SHEL vs CTAS
+110.0%
+82.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +7.2% | -1.1% | +8.3% | +7.4% |
| 3M | +12.9% | +11.5% | +1.4% | +10.1% |
| 6M | +13.7% | +0.2% | +13.5% | +13.3% |
| YTD | +33.7% | +7.2% | +26.5% | +31.2% |
| 1Y | +37.9% | 0.0% | +37.9% | +37.2% |
| 3Y | +70.2% | +65.9% | +4.3% | +45.3% |
| 5Y | +192.3% | +109.6% | +82.8% | +133.2% |
| All | +192.3% | +110.0% | +82.3% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling