+79.7%
CAKE vs CAPR
+37.0%
+42.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -4.5% | -11.0% | +6.4% | -4.5% |
| 30D | -12.4% | +99.8% | -112.2% | -12.6% |
| 3M | +37.3% | -66.6% | +103.9% | +37.4% |
| 6M | +70.7% | -75.1% | +145.8% | +70.9% |
| YTD | +106.0% | -71.0% | +177.0% | +106.1% |
| 1Y | +79.7% | +30.0% | +49.7% | +77.5% |
| All | +79.7% | +37.0% | +42.7% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling