-2.9%
SHOP vs CTAS
+109.9%
-112.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +5.3% |
| 7D | -5.4% | +1.2% | -6.6% | -6.4% |
| 30D | -10.3% | +12.8% | -23.1% | -20.5% |
| 3M | +1.0% | +10.3% | -9.3% | -8.8% |
| 6M | +41.2% | +32.0% | +9.2% | +5.3% |
| YTD | -7.5% | +19.1% | -26.6% | -24.0% |
| 1Y | -4.6% | +21.5% | -26.1% | -23.6% |
| 3Y | +146.4% | +76.0% | +70.4% | +10.1% |
| All | -2.9% | +109.9% | -112.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling