+412.1%
CDW vs SHAK
+47.7%
+364.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +9.3% | -6.6% | +15.9% | +10.6% |
| 3M | +9.8% | +30.1% | -20.3% | +3.5% |
| 6M | +23.3% | -28.7% | +52.1% | +28.6% |
| YTD | +13.7% | -14.5% | +28.2% | +13.8% |
| 1Y | -6.5% | -31.9% | +25.4% | -2.4% |
| 3Y | -25.2% | -1.0% | -24.3% | -30.4% |
| 5Y | -19.5% | -18.7% | -0.8% | -25.5% |
| 10Y | +285.8% | +98.1% | +187.7% | +183.0% |
| All | +412.1% | +47.7% | +364.4% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling