+79.3%
CAKE vs ARWR
+208.4%
-129.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.1% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | +69.0% | +14.9% | +54.1% | +66.1% |
| 6M | +69.3% | +32.6% | +36.7% | +62.6% |
| YTD | +115.8% | +30.0% | +85.7% | +106.8% |
| 1Y | +79.3% | +208.4% | -129.0% | +55.9% |
| All | +79.3% | +208.4% | -129.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling