+152.2%
CAKE vs QSR
+40.5%
+111.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -4.5% | -4.0% | -0.5% | -2.2% |
| 30D | -12.4% | +2.8% | -15.2% | -13.9% |
| 3M | +37.3% | +5.1% | +32.2% | +32.7% |
| 6M | +70.7% | +8.8% | +61.9% | +61.0% |
| YTD | +106.0% | +14.8% | +91.2% | +87.5% |
| 1Y | +79.7% | +25.7% | +53.9% | +54.0% |
| 3Y | +267.8% | +27.5% | +240.2% | +199.1% |
| All | +152.2% | +40.5% | +111.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling