+79.3%
CAKE vs TRU
-7.3%
+86.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.8% |
| 7D | -4.0% | -6.8% | +2.8% | -3.5% |
| 30D | +2.4% | 0.0% | +2.4% | +2.4% |
| 3M | +69.0% | +13.3% | +55.7% | +66.8% |
| 6M | +69.3% | +3.4% | +65.8% | +68.3% |
| YTD | +115.8% | -6.4% | +122.2% | +116.2% |
| 1Y | +79.3% | -9.7% | +89.0% | +76.4% |
| All | +79.3% | -7.3% | +86.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling