+112.8%
SHOP vs CIFR
+506.9%
-394.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.9% | -8.1% |
| 7D | -4.1% | +26.7% | -30.8% | -6.9% |
| 30D | -11.5% | +7.7% | -19.3% | -12.9% |
| 3M | +21.1% | -23.8% | +44.8% | +21.0% |
| 6M | +3.0% | +35.9% | -32.9% | -8.3% |
| YTD | -16.7% | +25.4% | -42.1% | -25.8% |
| 1Y | -8.3% | +139.8% | -148.1% | -29.1% |
| 3Y | +112.8% | +515.0% | -402.1% | +22.5% |
| All | +112.8% | +506.9% | -394.1% | +22.5% |
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