-9.3%
SHOP vs CDNS
+72.8%
-82.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.6% | -5.1% |
| 7D | -4.1% | -9.2% | +5.2% | +4.0% |
| 30D | -11.5% | -16.3% | +4.7% | +2.3% |
| 3M | +21.1% | -27.9% | +49.0% | +57.5% |
| 6M | +3.0% | -4.3% | +7.3% | +2.7% |
| YTD | -16.7% | -9.1% | -7.6% | -14.1% |
| 1Y | -8.3% | -21.2% | +12.9% | +6.9% |
| 3Y | +112.8% | +19.4% | +93.4% | +46.0% |
| 5Y | -9.3% | +71.6% | -80.9% | -61.5% |
| All | -9.3% | +72.8% | -82.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling