+146.1%
CAKE vs FIVE
+63.3%
+82.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +2.1% |
| 7D | +9.1% | +7.5% | +1.7% | +6.3% |
| 30D | +5.8% | +16.7% | -10.9% | 0.0% |
| 3M | +9.3% | +13.4% | -4.0% | +4.6% |
| 6M | +96.1% | +9.0% | +87.1% | +87.9% |
| YTD | +131.4% | +33.8% | +97.6% | +98.4% |
| 1Y | +146.1% | +61.2% | +84.9% | +92.6% |
| All | +146.1% | +63.3% | +82.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling