+20.0%
SHOP vs CIFR
+69.8%
-49.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.7% | +3.2% | -4.1% |
| 7D | -10.6% | +11.3% | -22.0% | -12.3% |
| 30D | -18.3% | +3.5% | -21.8% | -19.4% |
| 3M | +14.8% | -26.6% | +41.5% | +15.2% |
| 6M | -5.0% | +18.1% | -23.1% | -15.1% |
| YTD | -21.2% | +14.5% | -35.7% | -30.3% |
| 1Y | -11.6% | +83.3% | -94.9% | -30.9% |
| 3Y | +101.2% | +461.5% | -360.2% | +2.9% |
| 5Y | -15.7% | +29.3% | -45.0% | -61.9% |
| All | +20.0% | +69.8% | -49.8% | -45.6% |
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