+152.2%
CAKE vs REPL
-59.3%
+211.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | -4.5% | -14.1% | +9.6% | -4.0% |
| 30D | -12.4% | -15.2% | +2.8% | -12.0% |
| 3M | +37.3% | +49.9% | -12.5% | +33.4% |
| 6M | +70.7% | +63.5% | +7.2% | +59.2% |
| YTD | +106.0% | +32.9% | +73.1% | +93.5% |
| 1Y | +79.7% | +115.0% | -35.3% | +59.9% |
| 3Y | +267.8% | -34.7% | +302.5% | +220.4% |
| All | +152.2% | -59.3% | +211.5% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling