+3,772.8%
SHOP vs CTAS
+817.6%
+2,955.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.1% | +0.5% | +1.6% | +1.7% |
| 30D | -16.8% | +10.2% | -27.1% | -22.7% |
| 3M | -2.4% | +12.1% | -14.5% | -10.5% |
| 6M | +47.0% | +38.3% | +8.7% | +15.0% |
| YTD | -8.8% | +21.9% | -30.7% | -22.2% |
| 1Y | -6.3% | +24.0% | -30.3% | -21.2% |
| 3Y | +139.3% | +75.1% | +64.1% | +52.9% |
| 5Y | -12.1% | +116.9% | -129.0% | -50.7% |
| All | +3,772.8% | +817.6% | +2,955.2% | +821.0% |
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