+39.2%
SHOP vs CIFR
-31.1%
+70.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.8% |
| 7D | -1.2% | +4.8% | -6.0% | -2.0% |
| 30D | -14.7% | -31.0% | +16.3% | -11.2% |
| 3M | -7.2% | -58.7% | +51.5% | +3.3% |
| 6M | +54.2% | -67.7% | +121.9% | +70.2% |
| YTD | -8.6% | -53.5% | +44.9% | -9.1% |
| 1Y | +0.5% | -54.1% | +54.6% | -0.8% |
| 3Y | +135.9% | +138.2% | -2.2% | +35.9% |
| 5Y | -11.9% | -18.5% | +6.6% | -56.0% |
| All | +39.2% | -31.1% | +70.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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