+152.2%
CAKE vs SCCO
+303.5%
-151.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | -4.5% | -2.7% | -1.9% | -4.1% |
| 30D | -12.4% | -0.7% | -11.7% | -12.5% |
| 3M | +37.3% | +8.1% | +29.3% | +34.4% |
| 6M | +70.7% | +4.1% | +66.6% | +66.8% |
| YTD | +106.0% | +41.1% | +64.9% | +85.8% |
| 1Y | +79.7% | +95.6% | -15.9% | +49.2% |
| 3Y | +267.8% | +179.3% | +88.5% | +170.5% |
| All | +152.2% | +303.5% | -151.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling