+1,092.5%
CAKE vs CRL
+1,327.4%
-234.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -4.6% | -4.6% | 0.0% | -3.3% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | +52.9% | +46.6% | +6.3% | +35.8% |
| 6M | +65.7% | +57.3% | +8.5% | +42.7% |
| YTD | +107.8% | +39.5% | +68.3% | +84.2% |
| 1Y | +78.5% | +76.9% | +1.6% | +46.7% |
| 3Y | +266.4% | +39.4% | +227.0% | +207.4% |
| 5Y | +159.6% | -37.2% | +196.8% | +167.3% |
| 10Y | +156.6% | +253.4% | -96.8% | +54.4% |
| All | +1,092.5% | +1,327.4% | -234.9% | +455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling