+8,434.7%
SHOP vs CTAS
+949.4%
+7,485.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.3% |
| 7D | -5.1% | -1.8% | -3.3% | -3.8% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +25.0% | +11.7% | +13.3% | +14.7% |
| 6M | +11.9% | +0.7% | +11.2% | +10.2% |
| YTD | -9.9% | +7.4% | -17.3% | -15.3% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.1% |
| 3Y | +117.5% | +62.9% | +54.6% | +48.5% |
| 5Y | -6.6% | +111.9% | -118.5% | -44.9% |
| 10Y | +3,320.3% | +652.2% | +2,668.1% | +812.5% |
| All | +8,434.7% | +949.4% | +7,485.3% | +1,737.0% |
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