+143.8%
CAKE vs MKTX
+5.3%
+138.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +9.1% | +0.5% | +8.7% | +9.1% |
| 30D | +5.8% | +1.0% | +4.9% | +5.8% |
| 3M | +9.3% | +2.5% | +6.8% | +9.4% |
| 6M | +96.1% | +8.0% | +88.1% | +93.5% |
| YTD | +131.4% | -7.3% | +138.7% | +128.3% |
| All | +143.8% | +5.3% | +138.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling