+147.9%
CAKE vs SHAK
+35.4%
+112.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.3% |
| 7D | -4.5% | -8.3% | +3.7% | -1.3% |
| 30D | -12.4% | -12.6% | +0.2% | -7.8% |
| 3M | +37.3% | +9.1% | +28.2% | +31.4% |
| 6M | +70.7% | -31.2% | +102.0% | +88.7% |
| YTD | +106.0% | -21.6% | +127.6% | +115.2% |
| 1Y | +79.7% | -38.8% | +118.4% | +106.2% |
| 3Y | +267.8% | +0.6% | +267.2% | +223.7% |
| 5Y | +159.9% | -22.5% | +182.4% | +140.6% |
| 10Y | +154.3% | +85.3% | +69.1% | +82.8% |
| All | +147.9% | +35.4% | +112.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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