+37.3%
SHOP vs CIFR
+78.3%
-41.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.9% |
| 7D | -5.1% | +16.9% | -22.0% | -7.5% |
| 30D | +0.6% | -5.2% | +5.8% | +0.6% |
| 3M | +25.0% | -30.6% | +55.6% | +26.7% |
| 6M | +11.9% | +10.6% | +1.3% | +1.3% |
| YTD | -9.9% | +20.2% | -30.1% | -20.8% |
| 1Y | 0.0% | +139.7% | -139.8% | -25.9% |
| 3Y | +117.5% | +489.4% | -371.9% | +10.4% |
| 5Y | -6.6% | +54.4% | -61.0% | -58.5% |
| All | +37.3% | +78.3% | -41.0% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling