+156.0%
CAKE vs CAPR
+66.0%
+90.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -2.3% |
| 7D | -5.6% | -10.6% | +4.9% | -5.5% |
| 30D | -10.5% | +111.2% | -121.7% | -11.7% |
| 3M | +43.6% | -67.2% | +110.9% | +44.4% |
| 6M | +63.0% | -75.1% | +138.2% | +64.5% |
| YTD | +102.9% | -71.2% | +174.1% | +104.1% |
| 1Y | +75.6% | +31.1% | +44.5% | +65.2% |
| 3Y | +257.7% | +31.3% | +226.4% | +205.5% |
| 5Y | +156.0% | +69.4% | +86.6% | +102.0% |
| All | +156.0% | +66.0% | +90.0% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling