+151.5%
CAKE vs BR
+189.7%
-38.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -4.5% | -3.0% | -1.6% | -3.1% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | +37.3% | +17.3% | +20.0% | +25.3% |
| 6M | +70.7% | -6.7% | +77.4% | +75.2% |
| YTD | +106.0% | -23.4% | +129.4% | +134.0% |
| 1Y | +79.7% | -32.7% | +112.3% | +119.5% |
| 3Y | +267.8% | -5.9% | +273.7% | +264.8% |
| 5Y | +159.9% | +8.4% | +151.5% | +131.5% |
| All | +151.5% | +189.7% | -38.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling