+273.6%
CAKE vs M
+158.0%
+115.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +2.5% | +7.0% | -4.5% | +0.6% |
| 30D | -3.1% | +8.9% | -12.0% | -5.2% |
| 3M | -2.2% | +4.5% | -6.7% | -3.5% |
| 6M | +94.1% | +36.2% | +57.9% | +77.1% |
| YTD | +119.4% | +15.1% | +104.3% | +108.2% |
| 1Y | +141.4% | +27.4% | +113.9% | +122.6% |
| 3Y | +273.6% | +160.1% | +113.4% | +185.8% |
| All | +273.6% | +158.0% | +115.6% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling