+257.3%
CAKE vs BOXX
+18.5%
+238.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -12.4% | +0.3% | -12.8% | -13.4% |
| 3M | +37.3% | +1.0% | +36.3% | +32.7% |
| 6M | +70.7% | +1.9% | +68.8% | +58.6% |
| YTD | +106.0% | +2.7% | +103.3% | +84.0% |
| 1Y | +79.7% | +4.0% | +75.6% | +49.4% |
| 3Y | +267.8% | +14.7% | +253.1% | +140.8% |
| All | +257.3% | +18.5% | +238.8% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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