+8,659.4%
SHOP vs CDW
+390.7%
+8,268.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.2% |
| 7D | -5.4% | +2.1% | -7.5% | -6.8% |
| 30D | -10.3% | +14.7% | -25.1% | -18.3% |
| 3M | +1.0% | +11.1% | -10.1% | -7.2% |
| 6M | +41.2% | +45.6% | -4.4% | +4.8% |
| YTD | -7.5% | +17.1% | -24.6% | -23.2% |
| 1Y | -4.6% | +13.2% | -17.7% | -18.8% |
| 3Y | +146.4% | -22.2% | +168.6% | +168.2% |
| 5Y | -2.5% | -10.1% | +7.6% | -2.4% |
| 10Y | +3,703.6% | +307.0% | +3,396.6% | +1,260.9% |
| All | +8,659.4% | +390.7% | +8,268.7% | +2,651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling