+120.4%
AS vs CAKE
+230.9%
-110.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -4.9% | -4.0% | -0.9% | -3.7% |
| 30D | -19.6% | +2.4% | -22.0% | -20.6% |
| 3M | -14.4% | +69.0% | -83.4% | -29.4% |
| 6M | -20.1% | +69.3% | -89.4% | -34.4% |
| YTD | -20.9% | +115.8% | -136.7% | -40.7% |
| 1Y | -21.9% | +79.3% | -101.2% | -37.4% |
| All | +120.4% | +230.9% | -110.5% | +51.8% |
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