+146.7%
SHOP vs CIFR
+72.2%
+74.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +17.9% | -14.3% | +1.7% |
| 7D | -5.4% | -10.2% | +4.8% | -5.3% |
| 30D | -10.3% | -55.0% | +44.7% | -3.4% |
| 3M | +1.0% | -64.1% | +65.1% | +10.5% |
| 6M | +41.2% | -70.1% | +111.4% | +52.5% |
| YTD | -7.5% | -55.7% | +48.2% | -8.6% |
| 1Y | -4.6% | -69.9% | +65.3% | -1.1% |
| All | +146.7% | +72.2% | +74.4% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling