+151.5%
CAKE vs TAP
-49.9%
+201.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | -4.5% | -3.9% | -0.7% | -2.6% |
| 30D | -12.4% | -5.3% | -7.2% | -10.1% |
| 3M | +37.3% | -3.8% | +41.1% | +39.3% |
| 6M | +70.7% | -11.4% | +82.1% | +79.7% |
| YTD | +106.0% | -13.7% | +119.7% | +118.0% |
| 1Y | +79.7% | -17.2% | +96.8% | +93.8% |
| 3Y | +267.8% | -33.1% | +300.8% | +333.8% |
| 5Y | +159.9% | +0.8% | +159.1% | +131.6% |
| All | +151.5% | -49.9% | +201.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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