+3,647.2%
SHOP vs CTAS
+848.9%
+2,798.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +1.9% |
| 7D | -2.7% | -0.7% | -1.9% | -2.1% |
| 30D | -11.0% | +10.3% | -21.2% | -17.2% |
| 3M | +0.3% | +10.2% | -9.9% | -6.8% |
| 6M | +37.7% | +34.4% | +3.4% | +10.1% |
| YTD | -5.5% | +19.6% | -25.1% | -18.2% |
| 1Y | -0.2% | +21.8% | -22.0% | -15.0% |
| 3Y | +151.9% | +74.1% | +77.8% | +61.6% |
| 5Y | -2.2% | +114.0% | -116.2% | -44.5% |
| 10Y | +3,647.2% | +813.9% | +2,833.2% | +807.9% |
| All | +3,647.2% | +848.9% | +2,798.3% | +807.9% |
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