-15.3%
CDW vs SHAK
+36.4%
-51.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.2% |
| 7D | +9.3% | +4.3% | +5.0% | +8.5% |
| 30D | +14.4% | +9.0% | +5.3% | +12.7% |
| 3M | +21.4% | +1.8% | +19.6% | +20.6% |
| 6M | +72.8% | +17.3% | +55.5% | +66.6% |
| YTD | +28.0% | -7.6% | +35.6% | +25.9% |
| 1Y | +19.3% | -16.9% | +36.3% | +19.8% |
| 3Y | -15.3% | +35.1% | -50.4% | -23.7% |
| All | -15.3% | +36.4% | -51.7% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling