-24.9%
AR vs CAKE
+220.9%
-245.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.8% | -1.1% | -0.8% | -1.5% |
| 30D | +12.6% | +0.4% | +12.2% | +12.3% |
| 3M | +10.0% | +59.9% | -49.9% | -5.5% |
| 6M | +0.6% | +75.1% | -74.4% | -16.8% |
| YTD | +13.4% | +115.0% | -101.6% | -12.8% |
| 1Y | +21.7% | +81.6% | -59.9% | -1.7% |
| 3Y | +45.8% | +279.1% | -233.3% | -11.4% |
| 5Y | +144.3% | +170.6% | -26.4% | +57.8% |
| 10Y | +41.8% | +160.3% | -118.5% | -24.9% |
| All | -24.9% | +220.9% | -245.8% | -61.3% |
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 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