+267.8%
CAKE vs SPXS
-79.6%
+347.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +0.8% |
| 7D | -4.5% | +2.5% | -7.0% | -3.8% |
| 30D | -12.4% | +4.2% | -16.6% | -11.2% |
| 3M | +37.3% | -9.3% | +46.7% | +33.4% |
| 6M | +70.7% | -30.7% | +101.4% | +52.6% |
| YTD | +106.0% | -28.1% | +134.0% | +87.7% |
| 1Y | +79.7% | -35.1% | +114.7% | +58.9% |
| 3Y | +267.8% | -79.6% | +347.4% | +150.4% |
| All | +267.8% | -79.6% | +347.4% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling