-5.6%
SHOP vs CTAS
+113.1%
-118.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.3% |
| 7D | -5.1% | -1.8% | -3.3% | -3.4% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +25.0% | +11.7% | +13.3% | +10.7% |
| 6M | +11.9% | +0.7% | +11.2% | +9.7% |
| YTD | -9.9% | +7.4% | -17.3% | -17.6% |
| 1Y | 0.0% | -2.1% | +2.1% | 0.0% |
| 3Y | +117.5% | +62.9% | +54.6% | +6.4% |
| All | -5.6% | +113.1% | -118.7% | -67.7% |
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