-23.6%
CDW vs SHAK
-25.9%
+2.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.1% | -0.3% |
| 7D | -4.2% | -7.2% | +3.0% | -2.9% |
| 30D | +4.9% | -11.8% | +16.7% | +7.2% |
| 3M | +7.3% | +17.2% | -9.9% | +3.2% |
| 6M | +19.2% | -34.1% | +53.3% | +26.0% |
| YTD | +6.2% | -22.4% | +28.6% | +8.0% |
| 1Y | -14.0% | -35.9% | +21.9% | -9.3% |
| 3Y | -30.0% | -3.4% | -26.6% | -35.1% |
| 5Y | -23.6% | -25.4% | +1.8% | -28.5% |
| All | -23.6% | -25.9% | +2.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling