+135.5%
SHOP vs CDNS
+27.9%
+107.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.4% |
| 7D | +2.1% | +7.0% | -4.9% | -2.1% |
| 30D | -16.8% | -0.3% | -16.6% | -16.8% |
| 3M | -2.4% | +3.2% | -5.6% | -4.9% |
| 6M | +47.0% | -6.9% | +53.9% | +50.6% |
| YTD | -8.8% | +6.6% | -15.5% | -15.4% |
| 1Y | -6.3% | +5.6% | -11.9% | -12.5% |
| All | +135.5% | +27.9% | +107.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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