+566.4%
BAX vs CAKE
+4,018.7%
-3,452.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.1% | -4.0% | +2.9% | -0.6% |
| 30D | -5.5% | +2.4% | -7.9% | -5.8% |
| 3M | +33.5% | +69.0% | -35.4% | +24.6% |
| 6M | +35.9% | +69.3% | -33.4% | +26.5% |
| YTD | +35.4% | +115.8% | -80.4% | +22.4% |
| 1Y | +9.8% | +79.3% | -69.6% | +1.5% |
| 3Y | -32.7% | +262.0% | -294.8% | -43.2% |
| 5Y | -65.6% | +165.7% | -231.2% | -70.5% |
| 10Y | -34.9% | +158.9% | -193.8% | -47.9% |
| All | +566.4% | +4,018.7% | -3,452.3% | +274.4% |
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