+432.3%
CAKE vs CAPR
-99.1%
+531.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -4.0% | -2.0% | -2.0% | -4.0% |
| 30D | +2.4% | +139.2% | -136.8% | +0.3% |
| 3M | +69.0% | -66.4% | +135.3% | +70.1% |
| 6M | +69.3% | -63.1% | +132.4% | +69.9% |
| YTD | +115.8% | -67.4% | +183.2% | +116.9% |
| 1Y | +79.3% | +58.2% | +21.1% | +66.0% |
| 3Y | +262.0% | +42.2% | +219.8% | +226.4% |
| 5Y | +165.7% | +87.3% | +78.4% | +135.2% |
| 10Y | +158.9% | -75.3% | +234.2% | +115.5% |
| All | +432.3% | -99.1% | +531.4% | +337.9% |
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