+263.8%
CAKE vs PSKY
-43.6%
+307.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | -4.5% | -2.4% | -2.1% | -3.7% |
| 30D | -12.4% | +11.6% | -24.0% | -16.0% |
| 3M | +37.3% | +1.5% | +35.8% | +35.4% |
| 6M | +70.7% | +7.7% | +63.0% | +62.7% |
| YTD | +106.0% | -20.1% | +126.1% | +114.2% |
| 1Y | +79.7% | -38.3% | +117.9% | +101.7% |
| 3Y | +267.8% | -17.7% | +285.5% | +225.4% |
| 5Y | +159.9% | -69.9% | +229.8% | +218.1% |
| 10Y | +154.3% | -74.7% | +229.1% | +178.3% |
| All | +263.8% | -43.6% | +307.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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