-2.9%
SHOP vs CDW
-10.5%
+7.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.2% |
| 7D | -5.4% | +2.1% | -7.5% | -6.9% |
| 30D | -10.3% | +14.7% | -25.1% | -18.8% |
| 3M | +1.0% | +11.1% | -10.1% | -7.7% |
| 6M | +41.2% | +45.6% | -4.4% | +0.7% |
| YTD | -7.5% | +17.1% | -24.6% | -25.2% |
| 1Y | -4.6% | +13.2% | -17.7% | -20.4% |
| 3Y | +146.4% | -22.2% | +168.6% | +172.1% |
| All | -2.9% | -10.5% | +7.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling