-37.7%
CAG vs CAKE
+155.4%
-193.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -5.7% | -4.5% | -1.1% | -5.4% |
| 30D | -2.4% | -12.4% | +10.0% | -1.5% |
| 3M | +9.8% | +37.3% | -27.6% | +7.2% |
| 6M | -10.8% | +70.7% | -81.6% | -14.4% |
| YTD | -10.8% | +106.0% | -116.8% | -15.6% |
| 1Y | -19.0% | +79.7% | -98.6% | -22.6% |
| 3Y | -39.7% | +267.8% | -307.5% | -45.6% |
| 5Y | -43.0% | +159.9% | -202.9% | -48.0% |
| All | -37.7% | +155.4% | -193.1% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling