+3,684.7%
CAKE vs TAP
+747.6%
+2,937.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.1% |
| 7D | -4.6% | -5.1% | +0.5% | -3.2% |
| 30D | -6.6% | -8.4% | +1.9% | -4.2% |
| 3M | +52.9% | -3.9% | +56.8% | +54.4% |
| 6M | +65.7% | -14.4% | +80.1% | +72.4% |
| YTD | +107.8% | -14.7% | +122.5% | +115.6% |
| 1Y | +78.5% | -18.7% | +97.2% | +87.6% |
| 3Y | +266.4% | -32.6% | +299.0% | +302.0% |
| 5Y | +159.6% | -1.4% | +161.0% | +153.7% |
| 10Y | +156.6% | -50.4% | +207.0% | +186.3% |
| All | +3,684.7% | +747.6% | +2,937.1% | +2,441.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling