+133.9%
CAKE vs SARO
-6.5%
+140.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -2.1% | +6.3% | -8.5% | -3.2% |
| 30D | +2.3% | +20.8% | -18.5% | -0.9% |
| 3M | +5.4% | -18.4% | +23.8% | +7.3% |
| 6M | +82.5% | +0.8% | +81.7% | +76.2% |
| YTD | +122.0% | -11.8% | +133.8% | +118.6% |
| 1Y | +133.9% | -7.3% | +141.2% | +126.9% |
| All | +133.9% | -6.5% | +140.4% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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