+152.2%
CAKE vs BG
+81.8%
+70.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.8% |
| 7D | -4.5% | +3.1% | -7.7% | -5.0% |
| 30D | -12.4% | +10.2% | -22.7% | -13.7% |
| 3M | +37.3% | -1.7% | +39.0% | +37.4% |
| 6M | +70.7% | +1.0% | +69.7% | +69.4% |
| YTD | +106.0% | +39.9% | +66.1% | +90.6% |
| 1Y | +79.7% | +53.2% | +26.4% | +62.9% |
| 3Y | +267.8% | +16.3% | +251.5% | +245.3% |
| All | +152.2% | +81.8% | +70.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling