-35.7%
AUR vs CAKE
+81.2%
-116.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | +1.4% | -4.5% | +6.0% | +4.0% |
| 30D | -6.4% | -12.4% | +6.0% | +0.4% |
| 3M | +7.7% | +37.3% | -29.6% | -11.6% |
| 6M | +44.5% | +70.7% | -26.2% | +2.4% |
| YTD | +67.4% | +106.0% | -38.5% | +4.6% |
| 1Y | +15.4% | +79.7% | -64.2% | -22.1% |
| 3Y | +94.8% | +267.8% | -172.9% | -15.7% |
| 5Y | -35.1% | +159.9% | -195.0% | -70.2% |
| All | -35.7% | +81.2% | -116.9% | -70.5% |
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 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