+96.2%
AGG vs CAKE
+459.1%
-362.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -1.1% | -4.5% | +3.5% | -1.1% |
| 30D | -1.1% | -12.4% | +11.3% | -1.2% |
| 3M | -1.9% | +37.3% | -39.3% | -1.8% |
| 6M | -1.7% | +70.7% | -72.4% | -1.5% |
| YTD | -1.3% | +106.0% | -107.3% | -1.0% |
| 1Y | -0.7% | +79.7% | -80.4% | -0.5% |
| 3Y | +12.5% | +267.8% | -255.3% | +13.2% |
| 5Y | -2.5% | +159.9% | -162.4% | -2.0% |
| 10Y | +14.2% | +154.3% | -140.1% | +15.5% |
| All | +96.2% | +459.1% | -362.8% | +100.1% |
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