+38.8%
SHOP vs CIFR
-34.4%
+73.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.0% |
| 7D | +2.8% | -19.6% | +22.4% | +5.4% |
| 30D | -14.2% | -51.7% | +37.5% | -5.7% |
| 3M | -5.5% | -60.0% | +54.5% | +5.6% |
| 6M | +32.8% | -68.2% | +101.0% | +46.8% |
| YTD | -8.9% | -55.8% | +46.8% | -8.6% |
| 1Y | -7.7% | -66.8% | +59.0% | -3.6% |
| 3Y | +139.0% | +119.1% | +19.9% | +39.7% |
| 5Y | -0.5% | -25.3% | +24.8% | -49.8% |
| All | +38.8% | -34.4% | +73.1% | -28.7% |
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