+8,659.4%
SHOP vs CTAS
+1,064.0%
+7,595.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.8% |
| 7D | -5.4% | +1.2% | -6.6% | -6.2% |
| 30D | -10.3% | +12.8% | -23.1% | -17.8% |
| 3M | +1.0% | +10.3% | -9.3% | -6.1% |
| 6M | +41.2% | +32.0% | +9.2% | +14.9% |
| YTD | -7.5% | +19.1% | -26.6% | -19.4% |
| 1Y | -4.6% | +21.5% | -26.1% | -18.2% |
| 3Y | +146.4% | +76.0% | +70.4% | +58.9% |
| 5Y | -2.5% | +110.9% | -113.4% | -43.2% |
| 10Y | +3,703.6% | +849.8% | +2,853.8% | +780.3% |
| All | +8,659.4% | +1,064.0% | +7,595.4% | +1,647.9% |
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 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