+8,659.4%
SHOP vs CASY
+713.9%
+7,945.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -5.4% | +1.1% | -6.5% | -5.8% |
| 30D | -10.3% | +8.7% | -19.0% | -12.7% |
| 3M | +1.0% | -17.3% | +18.3% | +6.2% |
| 6M | +41.2% | -19.7% | +61.0% | +47.5% |
| YTD | -7.5% | +24.8% | -32.3% | -17.7% |
| 1Y | -4.6% | +31.9% | -36.5% | -17.2% |
| 3Y | +146.4% | +155.4% | -9.0% | +66.3% |
| 5Y | -2.5% | +250.6% | -253.1% | -41.7% |
| 10Y | +3,703.6% | +556.8% | +3,146.7% | +1,788.6% |
| All | +8,659.4% | +713.9% | +7,945.5% | +4,423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling