+11.9%
SHOP vs CIFR
+15.7%
-3.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.3% |
| 7D | -5.1% | +16.9% | -22.0% | -3.6% |
| 30D | +0.6% | -5.2% | +5.8% | +0.2% |
| 3M | +25.0% | -30.6% | +55.6% | +22.8% |
| 6M | +11.9% | +10.6% | +1.3% | +9.0% |
| All | +11.9% | +15.7% | -3.8% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling