+78.3%
CAKE vs CAI
-9.9%
+88.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | -4.5% | -2.9% | -1.6% | -4.3% |
| 30D | -12.4% | +9.3% | -21.8% | -13.0% |
| 3M | +37.3% | +35.2% | +2.1% | +34.2% |
| 6M | +70.7% | +30.7% | +40.0% | +66.3% |
| YTD | +106.0% | -9.8% | +115.8% | +102.3% |
| 1Y | +79.7% | -28.9% | +108.5% | +78.5% |
| All | +78.3% | -9.9% | +88.1% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling