+151.5%
CAKE vs M
-3.0%
+154.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -1.4% |
| 7D | -4.5% | -4.2% | -0.3% | -3.1% |
| 30D | -12.4% | -7.2% | -5.3% | -10.1% |
| 3M | +37.3% | -11.1% | +48.5% | +42.4% |
| 6M | +70.7% | +28.8% | +41.9% | +52.2% |
| YTD | +106.0% | +2.0% | +103.9% | +99.7% |
| 1Y | +79.7% | +31.3% | +48.4% | +57.0% |
| 3Y | +267.8% | +119.1% | +148.7% | +138.2% |
| 5Y | +159.9% | +29.7% | +130.2% | +88.3% |
| All | +151.5% | -3.0% | +154.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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