+271.0%
CAKE vs REPL
-27.0%
+298.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -4.6% | -9.6% | +5.0% | -4.4% |
| 30D | -6.6% | +5.7% | -12.3% | -6.7% |
| 3M | +52.9% | +56.4% | -3.5% | +50.5% |
| 6M | +65.7% | +67.4% | -1.7% | +59.7% |
| YTD | +107.8% | +48.7% | +59.1% | +100.6% |
| 1Y | +78.5% | +148.3% | -69.8% | +66.8% |
| All | +271.0% | -27.0% | +298.1% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling