+8,434.7%
SHOP vs CDNS
+1,404.1%
+7,030.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +2.8% |
| 7D | -5.1% | -14.0% | +8.9% | +7.6% |
| 30D | +0.6% | -13.2% | +13.8% | +12.8% |
| 3M | +25.0% | -28.9% | +53.9% | +64.2% |
| 6M | +11.9% | -4.2% | +16.1% | +11.8% |
| YTD | -9.9% | -6.4% | -3.5% | -9.1% |
| 1Y | 0.0% | -16.2% | +16.2% | +10.4% |
| 3Y | +117.5% | +20.2% | +97.3% | +60.1% |
| 5Y | -6.6% | +76.6% | -83.3% | -50.8% |
| 10Y | +3,320.3% | +1,029.7% | +2,290.6% | +315.5% |
| All | +8,434.7% | +1,404.1% | +7,030.6% | +768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling