+151.5%
CAKE vs CAPR
-78.4%
+229.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -4.5% | -11.0% | +6.4% | -4.2% |
| 30D | -12.4% | +99.8% | -112.2% | -14.7% |
| 3M | +37.3% | -66.6% | +103.9% | +38.8% |
| 6M | +70.7% | -75.1% | +145.8% | +73.9% |
| YTD | +106.0% | -71.0% | +177.0% | +108.4% |
| 1Y | +79.7% | +30.0% | +49.7% | +60.0% |
| 3Y | +267.8% | +29.0% | +238.8% | +207.4% |
| 5Y | +159.9% | +70.8% | +89.1% | +108.6% |
| All | +151.5% | -78.4% | +229.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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