+156.0%
CAKE vs TAP
-2.6%
+158.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -5.6% | -5.3% | -0.4% | -3.8% |
| 30D | -10.5% | -7.4% | -3.2% | -8.1% |
| 3M | +43.6% | -4.9% | +48.6% | +45.8% |
| 6M | +63.0% | -14.2% | +77.3% | +71.3% |
| YTD | +102.9% | -14.8% | +117.7% | +112.1% |
| 1Y | +75.6% | -18.1% | +93.7% | +86.1% |
| 3Y | +257.7% | -32.7% | +290.4% | +304.1% |
| 5Y | +156.0% | -0.5% | +156.5% | +119.1% |
| All | +156.0% | -2.6% | +158.6% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling