-11.2%
SHOP vs CDNS
+76.7%
-87.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +2.8% |
| 7D | -1.2% | +1.0% | -2.2% | -2.2% |
| 30D | -14.7% | -2.0% | -12.8% | -13.7% |
| 3M | -7.2% | -0.2% | -7.0% | -8.4% |
| 6M | +54.2% | -8.9% | +63.1% | +60.5% |
| YTD | -8.6% | +3.3% | -12.0% | -16.4% |
| 1Y | +0.5% | +2.2% | -1.7% | -7.3% |
| 3Y | +135.9% | +22.4% | +113.6% | +61.3% |
| All | -11.2% | +76.7% | -87.9% | -66.2% |
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