+267.8%
CAKE vs SPY
+77.0%
+190.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.7% |
| 7D | -4.5% | -0.8% | -3.8% | -3.8% |
| 30D | -12.4% | -1.1% | -11.4% | -11.6% |
| 3M | +37.3% | +3.9% | +33.5% | +31.9% |
| 6M | +70.7% | +13.6% | +57.1% | +49.3% |
| YTD | +106.0% | +12.7% | +93.3% | +81.9% |
| 1Y | +79.7% | +17.5% | +62.1% | +51.6% |
| 3Y | +267.8% | +76.9% | +190.9% | +111.3% |
| All | +267.8% | +77.0% | +190.8% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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