+79.3%
CAKE vs SAN
+58.9%
+20.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -4.0% | +1.8% | -5.8% | -4.4% |
| 30D | +2.4% | +2.0% | +0.5% | +2.0% |
| 3M | +69.0% | +19.7% | +49.2% | +60.5% |
| 6M | +69.3% | +30.6% | +38.6% | +57.2% |
| YTD | +115.8% | +28.8% | +86.9% | +98.7% |
| 1Y | +79.3% | +57.8% | +21.6% | +62.7% |
| All | +79.3% | +58.9% | +20.4% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling