+75.6%
CAKE vs FIVE
+69.1%
+6.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.6% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | -10.5% | +3.0% | -13.5% | -11.3% |
| 3M | +43.6% | +23.2% | +20.4% | +34.4% |
| 6M | +63.0% | +9.2% | +53.9% | +55.9% |
| YTD | +102.9% | +28.1% | +74.8% | +83.2% |
| 1Y | +75.6% | +65.3% | +10.4% | +46.8% |
| All | +75.6% | +69.1% | +6.5% | +46.8% |
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