+40.9%
SHOP vs CIFR
-34.2%
+75.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +17.9% | -14.3% | +0.8% |
| 7D | -5.4% | -10.2% | +4.8% | -5.2% |
| 30D | -10.3% | -55.0% | +44.7% | -0.4% |
| 3M | +1.0% | -64.1% | +65.1% | +14.7% |
| 6M | +41.2% | -70.1% | +111.4% | +57.7% |
| YTD | -7.5% | -55.7% | +48.2% | -7.2% |
| 1Y | -4.6% | -69.9% | +65.3% | +1.4% |
| 3Y | +146.4% | +68.7% | +77.7% | +51.7% |
| 5Y | -2.5% | -26.2% | +23.7% | -50.8% |
| All | +40.9% | -34.2% | +75.2% | -27.6% |
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 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