+3,772.8%
SHOP vs CDW
+315.4%
+3,457.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.1% | +9.1% | -7.0% | -3.6% |
| 30D | -16.8% | +13.7% | -30.5% | -23.7% |
| 3M | -2.4% | +27.0% | -29.4% | -17.6% |
| 6M | +47.0% | +75.9% | -28.9% | -3.9% |
| YTD | -8.8% | +28.9% | -37.7% | -28.9% |
| 1Y | -6.3% | +19.6% | -25.9% | -22.8% |
| 3Y | +139.3% | -14.6% | +153.9% | +145.5% |
| 5Y | -12.1% | -3.2% | -8.9% | -16.5% |
| All | +3,772.8% | +315.4% | +3,457.4% | +1,547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling