+79.3%
CAKE vs SPXS
-40.2%
+119.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.6% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +2.4% | +0.8% | +1.6% | +2.6% |
| 3M | +69.0% | -4.7% | +73.7% | +68.9% |
| 6M | +69.3% | -29.6% | +98.9% | +56.0% |
| YTD | +115.8% | -29.8% | +145.6% | +99.6% |
| 1Y | +79.3% | -38.9% | +118.3% | +62.6% |
| All | +79.3% | -40.2% | +119.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling