-33.6%
APP vs CAKE
+70.5%
-104.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +0.9% | -4.0% | +4.9% | +0.9% |
| 30D | -23.3% | +2.4% | -25.7% | -23.8% |
| 3M | -42.6% | +69.0% | -111.6% | -51.1% |
| 6M | -33.6% | +69.3% | -102.9% | -44.5% |
| All | -33.6% | +70.5% | -104.1% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling