+79.7%
CAKE vs MKTX
-10.6%
+90.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -12.4% | +0.7% | -13.2% | -12.4% |
| 3M | +37.3% | +40.8% | -3.5% | +37.6% |
| 6M | +70.7% | -8.0% | +78.7% | +68.9% |
| YTD | +106.0% | -8.7% | +114.7% | +105.0% |
| 1Y | +79.7% | -11.8% | +91.5% | +74.3% |
| All | +79.7% | -10.6% | +90.2% | +74.3% |
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