+115.4%
ALL vs CAKE
+152.3%
-36.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -4.3% | -5.6% | +1.3% | -3.6% |
| 30D | -3.6% | -10.5% | +6.9% | -2.4% |
| 3M | +13.2% | +43.6% | -30.4% | +7.9% |
| 6M | +22.5% | +63.0% | -40.6% | +14.6% |
| YTD | +22.7% | +102.9% | -80.2% | +11.4% |
| 1Y | +28.3% | +75.6% | -47.3% | +18.5% |
| 3Y | +152.0% | +257.7% | -105.7% | +107.1% |
| 5Y | +115.4% | +156.0% | -40.6% | +76.3% |
| All | +115.4% | +152.3% | -36.9% | +76.3% |
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