+135.5%
SHOP vs CASY
+159.8%
-24.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | +2.1% | +2.5% | -0.4% | +1.7% |
| 30D | -16.8% | +10.2% | -27.1% | -18.2% |
| 3M | -2.4% | -15.7% | +13.3% | +0.1% |
| 6M | +47.0% | -18.4% | +65.4% | +51.9% |
| YTD | -8.8% | +28.3% | -37.1% | -19.5% |
| 1Y | -6.3% | +32.6% | -38.8% | -18.6% |
| All | +135.5% | +159.8% | -24.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling