+8,680.0%
SHOP vs CDNS
+1,592.0%
+7,088.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -16.7% | -5.5% | -11.2% | -13.0% |
| 3M | -2.2% | +0.5% | -2.7% | -4.0% |
| 6M | +45.6% | -9.6% | +55.2% | +53.0% |
| YTD | -7.3% | +5.3% | -12.6% | -16.2% |
| 1Y | -6.1% | +3.4% | -9.5% | -13.8% |
| 3Y | +143.3% | +25.9% | +117.4% | +72.0% |
| 5Y | +0.2% | +85.8% | -85.6% | -49.6% |
| 10Y | +3,663.5% | +1,199.9% | +2,463.6% | +303.5% |
| All | +8,680.0% | +1,592.0% | +7,088.0% | +701.1% |
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 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