+156.0%
CAKE vs M
+13.6%
+142.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -0.9% |
| 7D | -5.6% | -8.8% | +3.2% | -2.8% |
| 30D | -10.5% | -16.4% | +5.9% | -5.4% |
| 3M | +43.6% | -10.8% | +54.4% | +48.0% |
| 6M | +63.0% | +16.1% | +46.9% | +53.2% |
| YTD | +102.9% | -5.3% | +108.2% | +102.7% |
| 1Y | +75.6% | +24.9% | +50.8% | +59.4% |
| 3Y | +257.7% | +97.5% | +160.2% | +154.6% |
| 5Y | +156.0% | +20.4% | +135.6% | +98.8% |
| All | +156.0% | +13.6% | +142.4% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling