+221.9%
CAKE vs SFM
+117.5%
+104.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.7% |
| 7D | -1.1% | -5.8% | +4.8% | -0.2% |
| 30D | +0.4% | -11.4% | +11.8% | +2.3% |
| 3M | +59.9% | -12.2% | +72.1% | +62.9% |
| 6M | +75.1% | -5.2% | +80.2% | +75.2% |
| YTD | +115.0% | -4.5% | +119.5% | +114.4% |
| 1Y | +81.6% | -45.4% | +127.0% | +96.8% |
| 3Y | +279.1% | +91.1% | +188.0% | +234.8% |
| 5Y | +170.6% | +226.8% | -56.2% | +115.3% |
| 10Y | +160.3% | +291.9% | -131.6% | +95.2% |
| All | +221.9% | +117.5% | +104.4% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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