+460.7%
A vs CAKE
+1,481.0%
-1,020.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +0.6% | +0.4% | +0.2% | +0.2% |
| 3M | +10.9% | +59.9% | -49.0% | -4.2% |
| 6M | +28.2% | +75.1% | -46.9% | +7.4% |
| YTD | +8.6% | +115.0% | -106.5% | -14.5% |
| 1Y | +15.5% | +81.6% | -66.1% | -4.8% |
| 3Y | +31.8% | +279.1% | -247.3% | -14.6% |
| 5Y | -14.9% | +170.6% | -185.5% | -42.0% |
| 10Y | +237.8% | +160.3% | +77.5% | +92.1% |
| All | +460.7% | +1,481.0% | -1,020.3% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling