+3,829.7%
CAKE vs M
+530.4%
+3,299.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -4.0% | +4.7% | -8.7% | -5.7% |
| 30D | +2.4% | -9.6% | +12.1% | +6.2% |
| 3M | +69.0% | +0.9% | +68.1% | +67.0% |
| 6M | +69.3% | +22.3% | +47.0% | +54.4% |
| YTD | +115.8% | +6.5% | +109.2% | +106.2% |
| 1Y | +79.3% | +38.8% | +40.6% | +54.0% |
| 3Y | +262.0% | +115.9% | +146.1% | +140.6% |
| 5Y | +165.7% | +28.6% | +137.0% | +97.5% |
| 10Y | +158.9% | -2.5% | +161.4% | +73.6% |
| All | +3,829.7% | +530.4% | +3,299.4% | +895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling