-5.6%
SHOP vs CASY
+276.6%
-282.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | -11.3% | +11.9% | +4.5% |
| 3M | +25.0% | -0.6% | +25.7% | +22.2% |
| 6M | +11.9% | +10.7% | +1.2% | +2.5% |
| YTD | -9.9% | +37.1% | -47.0% | -26.1% |
| 1Y | 0.0% | +52.3% | -52.3% | -23.4% |
| 3Y | +117.5% | +215.2% | -97.7% | +3.7% |
| All | -5.6% | +276.6% | -282.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling