+151.5%
CAKE vs SM
+23.0%
+128.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.5% | +4.6% | -9.1% | -5.2% |
| 30D | -12.4% | +18.2% | -30.7% | -14.8% |
| 3M | +37.3% | +22.5% | +14.8% | +32.3% |
| 6M | +70.7% | +50.6% | +20.2% | +57.6% |
| YTD | +106.0% | +108.1% | -2.1% | +80.0% |
| 1Y | +79.7% | +46.0% | +33.7% | +65.3% |
| 3Y | +267.8% | +2.9% | +264.9% | +248.4% |
| 5Y | +159.9% | +112.6% | +47.3% | +109.8% |
| All | +151.5% | +23.0% | +128.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling