+146.1%
CAKE vs ARWR
+59.7%
+86.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +8.9% |
| 30D | +5.8% | -1.1% | +7.0% | +5.9% |
| 3M | +9.3% | -31.2% | +40.5% | +13.2% |
| 6M | +96.1% | -19.3% | +115.4% | +98.9% |
| YTD | +131.4% | -7.1% | +138.6% | +128.1% |
| 1Y | +146.1% | +62.9% | +83.2% | +124.4% |
| All | +146.1% | +59.7% | +86.4% | +124.4% |
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