+8,434.7%
SHOP vs CDW
+376.2%
+8,058.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -5.1% | +3.2% | -8.3% | -7.1% |
| 30D | +0.6% | +9.3% | -8.7% | -5.6% |
| 3M | +25.0% | +9.8% | +15.2% | +14.5% |
| 6M | +11.9% | +23.3% | -11.4% | -8.9% |
| YTD | -9.9% | +13.7% | -23.5% | -22.9% |
| 1Y | 0.0% | -6.5% | +6.4% | -2.1% |
| 3Y | +117.5% | -25.2% | +142.7% | +146.8% |
| 5Y | -6.6% | -19.5% | +12.8% | +0.9% |
| 10Y | +3,320.3% | +285.8% | +3,034.5% | +1,180.0% |
| All | +8,434.7% | +376.2% | +8,058.5% | +2,662.0% |
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