-10.6%
BITO vs CAKE
+181.7%
-192.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -3.4% | -4.5% | +1.1% | -1.9% |
| 30D | +21.4% | -12.4% | +33.9% | +26.9% |
| 3M | +20.5% | +37.3% | -16.8% | +5.5% |
| 6M | +7.4% | +70.7% | -63.3% | -14.1% |
| YTD | -13.9% | +106.0% | -119.9% | -36.5% |
| 1Y | -35.1% | +79.7% | -114.7% | -49.7% |
| 3Y | +156.8% | +267.8% | -111.0% | +42.3% |
| All | -10.6% | +181.7% | -192.3% | -50.1% |
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