+3,003.4%
SHOP vs CASY
+549.1%
+2,454.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -6.6% |
| 7D | -4.1% | -4.4% | +0.3% | -2.7% |
| 30D | -11.5% | -12.0% | +0.5% | -8.0% |
| 3M | +21.1% | -2.3% | +23.4% | +19.5% |
| 6M | +3.0% | +10.5% | -7.5% | -3.8% |
| YTD | -16.7% | +33.0% | -49.7% | -27.9% |
| 1Y | -8.3% | +41.1% | -49.4% | -23.0% |
| 3Y | +112.8% | +207.5% | -94.7% | +28.8% |
| 5Y | -9.3% | +290.7% | -300.0% | -50.2% |
| 10Y | +3,003.4% | +556.5% | +2,447.0% | +1,281.6% |
| All | +3,003.4% | +549.1% | +2,454.4% | +1,281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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