+22.6%
BROS vs CAKE
+160.5%
-137.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.2% |
| 7D | -6.6% | -4.6% | -2.0% | -4.2% |
| 30D | -12.3% | -6.6% | -5.8% | -9.4% |
| 3M | -22.2% | +52.9% | -75.1% | -39.1% |
| 6M | -14.3% | +65.7% | -80.0% | -36.0% |
| YTD | -26.6% | +107.8% | -134.4% | -51.8% |
| 1Y | -31.5% | +78.5% | -110.0% | -51.3% |
| 3Y | +62.3% | +266.4% | -204.1% | -26.1% |
| All | +22.6% | +160.5% | -137.9% | -38.6% |
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