+151.5%
CAKE vs SPXS
-99.6%
+251.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +0.5% |
| 7D | -4.5% | +2.5% | -7.0% | -3.5% |
| 30D | -12.4% | +4.2% | -16.6% | -10.9% |
| 3M | +37.3% | -9.3% | +46.7% | +32.2% |
| 6M | +70.7% | -30.7% | +101.4% | +48.9% |
| YTD | +106.0% | -28.1% | +134.0% | +83.7% |
| 1Y | +79.7% | -35.1% | +114.7% | +54.7% |
| 3Y | +267.8% | -79.6% | +347.4% | +121.2% |
| 5Y | +159.9% | -86.3% | +246.2% | +60.8% |
| All | +151.5% | -99.6% | +251.0% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling