-14.3%
SHOP vs CAKE
+153.9%
-168.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +1.2% |
| 7D | -13.2% | -5.6% | -7.6% | -10.3% |
| 30D | -17.0% | -10.5% | -6.5% | -12.2% |
| 3M | +17.0% | +43.6% | -26.6% | -7.7% |
| 6M | -2.1% | +63.0% | -65.2% | -29.6% |
| YTD | -21.4% | +102.9% | -124.2% | -51.4% |
| 1Y | -11.0% | +75.6% | -86.6% | -40.1% |
| 3Y | +100.9% | +257.7% | -156.8% | -20.2% |
| All | -14.3% | +153.9% | -168.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling