+8,524.1%
SHOP vs CTAS
+1,079.3%
+7,444.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.3% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | -14.2% | +11.3% | -25.5% | -20.6% |
| 3M | -5.5% | +11.4% | -16.9% | -12.8% |
| 6M | +32.8% | +35.6% | -2.9% | +5.9% |
| YTD | -8.9% | +20.7% | -29.6% | -21.4% |
| 1Y | -7.7% | +22.8% | -30.6% | -21.6% |
| 3Y | +139.0% | +73.4% | +65.6% | +55.8% |
| 5Y | -0.5% | +117.6% | -118.1% | -43.2% |
| 10Y | +3,557.0% | +818.4% | +2,738.6% | +759.0% |
| All | +8,524.1% | +1,079.3% | +7,444.8% | +1,604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling