+2,460.3%
SHEL vs CTAS
+23,129.2%
-20,669.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.2% | -1.8% | +4.1% | +2.7% |
| 30D | +6.8% | -0.2% | +7.0% | +6.9% |
| 3M | +8.1% | +11.7% | -3.6% | +4.5% |
| 6M | +14.4% | +0.7% | +13.7% | +13.5% |
| YTD | +30.0% | +7.4% | +22.6% | +26.5% |
| 1Y | +33.3% | -2.1% | +35.4% | +33.0% |
| 3Y | +66.4% | +62.9% | +3.5% | +41.8% |
| 5Y | +178.6% | +111.9% | +66.7% | +117.9% |
| 10Y | +198.4% | +652.2% | -453.8% | +68.0% |
| All | +2,460.3% | +23,129.2% | -20,669.0% | +736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling