+301.5%
CAG vs CAKE
+3,772.9%
-3,471.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | -5.9% | -5.6% | -0.3% | -5.4% |
| 30D | -1.5% | -10.5% | +9.0% | -0.5% |
| 3M | +11.5% | +43.6% | -32.2% | +7.4% |
| 6M | -15.7% | +63.0% | -78.7% | -19.8% |
| YTD | -10.2% | +102.9% | -113.1% | -16.5% |
| 1Y | -18.1% | +75.6% | -93.7% | -22.8% |
| 3Y | -39.4% | +257.7% | -297.1% | -47.3% |
| 5Y | -42.6% | +156.0% | -198.6% | -49.4% |
| 10Y | -35.6% | +150.5% | -186.1% | -46.3% |
| All | +301.5% | +3,772.9% | -3,471.4% | +147.6% |
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