+3,944.4%
CAKE vs SM
+1,680.5%
+2,263.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.4% |
| 7D | -4.6% | -0.2% | -4.3% | -4.6% |
| 30D | -6.6% | +20.3% | -26.9% | -9.2% |
| 3M | +52.9% | +22.9% | +30.0% | +47.6% |
| 6M | +65.7% | +47.8% | +17.9% | +54.4% |
| YTD | +107.8% | +107.5% | +0.3% | +83.7% |
| 1Y | +78.5% | +51.7% | +26.7% | +64.4% |
| 3Y | +266.4% | -0.9% | +267.2% | +250.7% |
| 5Y | +159.6% | +112.2% | +47.4% | +113.8% |
| 10Y | +156.6% | +20.3% | +136.3% | +67.6% |
| All | +3,944.4% | +1,680.5% | +2,263.9% | +1,674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling