+157.4%
CAKE vs SARO
-22.5%
+179.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.9% |
| 30D | -12.4% | -12.2% | -0.2% | -10.1% |
| 3M | +37.3% | -7.4% | +44.7% | +37.9% |
| 6M | +70.7% | -15.3% | +86.0% | +74.7% |
| YTD | +106.0% | -16.2% | +122.2% | +110.5% |
| 1Y | +79.7% | -12.1% | +91.8% | +80.7% |
| All | +157.4% | -22.5% | +179.9% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling