+441.4%
CAKE vs CAPR
-99.0%
+540.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.9% | +9.7% | +2.9% |
| 7D | +2.5% | +5.9% | -3.4% | +2.3% |
| 30D | -3.1% | +44.6% | -47.7% | -3.9% |
| 3M | -2.2% | +126.4% | -128.6% | -4.4% |
| 6M | +94.1% | -68.6% | +162.6% | +95.2% |
| YTD | +119.4% | -67.0% | +186.4% | +120.1% |
| 1Y | +141.4% | +65.2% | +76.2% | +123.1% |
| 3Y | +273.6% | +235.6% | +38.0% | +230.2% |
| 5Y | +177.7% | +175.4% | +2.2% | +143.3% |
| 10Y | +131.9% | -65.0% | +196.8% | +92.3% |
| All | +441.4% | -99.0% | +540.4% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling