+146.4%
SHOP vs CDW
-21.8%
+168.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | -5.4% | +2.1% | -7.5% | -6.4% |
| 30D | -10.3% | +14.7% | -25.1% | -16.1% |
| 3M | +1.0% | +11.1% | -10.1% | -4.6% |
| 6M | +41.2% | +45.6% | -4.4% | +12.2% |
| YTD | -7.5% | +17.1% | -24.6% | -19.0% |
| 1Y | -4.6% | +13.2% | -17.7% | -14.4% |
| 3Y | +146.4% | -22.2% | +168.6% | +157.1% |
| All | +146.4% | -21.8% | +168.2% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling