+79.3%
CAKE vs SARO
-7.4%
+86.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | +2.4% | -20.0% | +22.4% | +5.2% |
| 3M | +69.0% | -2.9% | +71.9% | +66.5% |
| 6M | +69.3% | -17.7% | +86.9% | +72.2% |
| YTD | +115.8% | -13.5% | +129.3% | +115.5% |
| 1Y | +79.3% | -9.7% | +89.1% | +75.0% |
| All | +79.3% | -7.4% | +86.7% | +75.0% |
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