+151.5%
CAKE vs CRL
+256.1%
-104.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.4% |
| 30D | -12.4% | -2.1% | -10.3% | -11.9% |
| 3M | +37.3% | +48.0% | -10.6% | +20.3% |
| 6M | +70.7% | +64.7% | +6.0% | +42.7% |
| YTD | +106.0% | +39.5% | +66.5% | +80.5% |
| 1Y | +79.7% | +74.2% | +5.5% | +45.2% |
| 3Y | +267.8% | +39.4% | +228.4% | +202.5% |
| 5Y | +159.9% | -36.9% | +196.8% | +176.7% |
| All | +151.5% | +256.1% | -104.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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