+156.0%
CAKE vs SM
+108.0%
+48.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -5.6% | +2.1% | -7.8% | -5.9% |
| 30D | -10.5% | +18.1% | -28.7% | -12.8% |
| 3M | +43.6% | +17.0% | +26.7% | +39.5% |
| 6M | +63.0% | +55.4% | +7.6% | +49.7% |
| YTD | +102.9% | +108.6% | -5.7% | +76.5% |
| 1Y | +75.6% | +45.7% | +30.0% | +61.7% |
| 3Y | +257.7% | -0.3% | +258.0% | +239.2% |
| 5Y | +156.0% | +113.0% | +43.0% | +107.0% |
| All | +156.0% | +108.0% | +48.0% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling