+265.0%
CDW vs SHAK
+81.5%
+183.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.6% |
| 7D | -7.4% | -11.0% | +3.6% | -5.1% |
| 30D | +5.8% | -14.0% | +19.9% | +9.2% |
| 3M | +10.8% | +13.3% | -2.4% | +6.8% |
| 6M | +21.5% | -35.3% | +56.8% | +29.8% |
| YTD | +6.4% | -24.0% | +30.3% | +9.1% |
| 1Y | -14.8% | -36.7% | +21.9% | -9.3% |
| 3Y | -29.9% | -5.4% | -24.5% | -35.2% |
| 5Y | -22.9% | -24.9% | +2.0% | -28.6% |
| All | +265.0% | +81.5% | +183.6% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling