+2,989.4%
SHOP vs CTAS
+665.9%
+2,323.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.3% |
| 7D | -10.6% | +1.0% | -11.6% | -11.2% |
| 30D | -18.3% | -1.1% | -17.2% | -17.8% |
| 3M | +14.8% | +11.5% | +3.3% | +5.5% |
| 6M | -5.0% | +0.2% | -5.2% | -6.1% |
| YTD | -21.2% | +7.2% | -28.4% | -26.0% |
| 1Y | -11.6% | 0.0% | -11.6% | -13.0% |
| 3Y | +101.2% | +65.9% | +35.3% | +34.3% |
| 5Y | -15.7% | +109.6% | -125.3% | -50.6% |
| 10Y | +2,989.4% | +683.8% | +2,305.7% | +717.6% |
| All | +2,989.4% | +665.9% | +2,323.6% | +717.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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