-11.2%
SHOP vs CASY
+266.7%
-277.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.2% | +3.6% | -4.8% | -2.3% |
| 30D | -14.7% | +9.1% | -23.8% | -17.3% |
| 3M | -7.2% | -16.5% | +9.3% | -2.1% |
| 6M | +54.2% | -19.7% | +73.9% | +63.6% |
| YTD | -8.6% | +29.3% | -37.9% | -23.8% |
| 1Y | +0.5% | +33.1% | -32.6% | -18.0% |
| 3Y | +135.9% | +158.5% | -22.6% | +26.8% |
| All | -11.2% | +266.7% | -277.9% | -68.9% |
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