+170.1%
CAKE vs QSR
+205.8%
-35.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -4.5% | -4.0% | -0.5% | -2.5% |
| 30D | -12.4% | +2.8% | -15.2% | -13.7% |
| 3M | +37.3% | +5.1% | +32.2% | +33.3% |
| 6M | +70.7% | +8.8% | +61.9% | +62.4% |
| YTD | +106.0% | +14.8% | +91.2% | +90.1% |
| 1Y | +79.7% | +25.7% | +53.9% | +57.6% |
| 3Y | +267.8% | +27.5% | +240.2% | +214.4% |
| 5Y | +159.9% | +41.3% | +118.6% | +109.1% |
| 10Y | +154.3% | +133.8% | +20.5% | +68.6% |
| All | +170.1% | +205.8% | -35.6% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling