+267.8%
CAKE vs TRU
-1.3%
+269.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -4.5% | -2.7% | -1.8% | -3.9% |
| 30D | -12.4% | -2.0% | -10.4% | -12.2% |
| 3M | +37.3% | +18.4% | +18.9% | +30.9% |
| 6M | +70.7% | +8.9% | +61.9% | +65.4% |
| YTD | +106.0% | -8.9% | +114.9% | +107.7% |
| 1Y | +79.7% | -15.9% | +95.5% | +84.8% |
| 3Y | +267.8% | -1.1% | +268.9% | +305.5% |
| All | +267.8% | -1.3% | +269.1% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling