+146.1%
CAKE vs TRU
+2.1%
+144.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +4.2% |
| 7D | +9.1% | +10.5% | -1.4% | +8.0% |
| 30D | +5.8% | +28.7% | -22.9% | +3.2% |
| 3M | +9.3% | +0.7% | +8.7% | +8.6% |
| 6M | +96.1% | +19.3% | +76.8% | +91.5% |
| YTD | +131.4% | -3.7% | +135.2% | +130.6% |
| 1Y | +146.1% | +3.4% | +142.7% | +133.0% |
| All | +146.1% | +2.1% | +144.0% | +133.0% |
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