-11.6%
SHOP vs CTAS
+0.1%
-11.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -10.6% | +1.0% | -11.6% | -11.0% |
| 30D | -18.3% | -1.1% | -17.2% | -18.0% |
| 3M | +14.8% | +11.5% | +3.3% | +9.8% |
| 6M | -5.0% | +0.2% | -5.2% | -6.0% |
| YTD | -21.2% | +7.2% | -28.4% | -22.8% |
| 1Y | -11.6% | 0.0% | -11.6% | -12.2% |
| All | -11.6% | +0.1% | -11.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling