+390.4%
CAKE vs BR
+1,278.7%
-888.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -4.5% | -3.0% | -1.6% | -3.0% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | +37.3% | +17.3% | +20.0% | +25.2% |
| 6M | +70.7% | -6.7% | +77.4% | +74.7% |
| YTD | +106.0% | -23.4% | +129.4% | +132.5% |
| 1Y | +79.7% | -32.7% | +112.3% | +117.5% |
| 3Y | +267.8% | -5.9% | +273.7% | +265.6% |
| 5Y | +159.9% | +8.4% | +151.5% | +134.8% |
| 10Y | +154.3% | +189.2% | -34.9% | +32.1% |
| All | +390.4% | +1,278.7% | -888.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling