+79.7%
CAKE vs QSR
+28.6%
+51.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -4.5% | -4.0% | -0.5% | -2.9% |
| 30D | -12.4% | +2.8% | -15.2% | -13.4% |
| 3M | +37.3% | +5.1% | +32.2% | +34.1% |
| 6M | +70.7% | +8.8% | +61.9% | +63.7% |
| YTD | +106.0% | +14.8% | +91.2% | +92.0% |
| 1Y | +79.7% | +25.7% | +53.9% | +63.7% |
| All | +79.7% | +28.6% | +51.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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