+79.3%
CAKE vs MKTX
-8.5%
+87.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.0% |
| 30D | +2.4% | +1.1% | +1.3% | +2.4% |
| 3M | +69.0% | +36.1% | +32.9% | +69.2% |
| 6M | +69.3% | -12.9% | +82.1% | +67.2% |
| YTD | +115.8% | -8.5% | +124.3% | +114.1% |
| 1Y | +79.3% | -7.5% | +86.9% | +73.5% |
| All | +79.3% | -8.5% | +87.8% | +73.5% |
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