+362.3%
CAKE vs PSLV
+109.5%
+252.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.5% | -3.5% | -1.1% | -4.3% |
| 30D | -12.4% | -2.1% | -10.3% | -12.3% |
| 3M | +37.3% | -1.6% | +39.0% | +37.2% |
| 6M | +70.7% | -25.5% | +96.2% | +74.1% |
| YTD | +106.0% | -11.4% | +117.4% | +104.8% |
| 1Y | +79.7% | +48.6% | +31.1% | +70.2% |
| 3Y | +267.8% | +166.9% | +100.9% | +229.8% |
| 5Y | +159.9% | +152.4% | +7.5% | +132.4% |
| 10Y | +154.3% | +187.8% | -33.4% | +120.9% |
| All | +362.3% | +109.5% | +252.8% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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