+555.2%
CAKE vs BG
+1,169.9%
-614.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.1% |
| 7D | -4.5% | +3.1% | -7.7% | -5.5% |
| 30D | -12.4% | +10.2% | -22.7% | -15.2% |
| 3M | +37.3% | -1.7% | +39.0% | +36.8% |
| 6M | +70.7% | +1.0% | +69.7% | +67.5% |
| YTD | +106.0% | +39.9% | +66.1% | +81.6% |
| 1Y | +79.7% | +53.2% | +26.4% | +53.1% |
| 3Y | +267.8% | +16.3% | +251.5% | +236.0% |
| 5Y | +159.9% | +83.9% | +76.0% | +97.3% |
| 10Y | +154.3% | +165.1% | -10.8% | +63.5% |
| All | +555.2% | +1,169.9% | -614.7% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling