+115.9%
CAKE vs REPL
-7.7%
+123.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -1.1% | -5.7% | +4.7% | -0.7% |
| 30D | +0.4% | +22.5% | -22.1% | -0.8% |
| 3M | +59.9% | +64.7% | -4.7% | +51.2% |
| 6M | +75.1% | +83.0% | -8.0% | +54.6% |
| YTD | +115.0% | +52.0% | +63.1% | +91.6% |
| 1Y | +81.6% | +144.5% | -62.9% | +49.0% |
| 3Y | +279.1% | -25.1% | +304.2% | +192.4% |
| 5Y | +170.6% | -52.9% | +223.5% | +113.9% |
| All | +115.9% | -7.7% | +123.6% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling