+161.7%
CAKE vs FRSH
-72.5%
+234.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -4.5% | -6.6% | +2.1% | -3.3% |
| 30D | -12.4% | +2.1% | -14.5% | -13.1% |
| 3M | +37.3% | +29.0% | +8.4% | +29.8% |
| 6M | +70.7% | +48.6% | +22.1% | +55.9% |
| YTD | +106.0% | -2.9% | +108.9% | +103.1% |
| 1Y | +79.7% | -7.9% | +87.6% | +78.9% |
| 3Y | +267.8% | -46.5% | +314.3% | +298.3% |
| All | +161.7% | -72.5% | +234.2% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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