+132.5%
CAKE vs TRU
+225.6%
-93.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -5.6% | -9.4% | +3.8% | -1.8% |
| 30D | -10.5% | -4.1% | -6.4% | -9.3% |
| 3M | +43.6% | +13.6% | +30.1% | +34.1% |
| 6M | +63.0% | +3.6% | +59.5% | +57.1% |
| YTD | +102.9% | -9.8% | +112.7% | +104.7% |
| 1Y | +75.6% | -13.6% | +89.3% | +79.4% |
| 3Y | +257.7% | -2.0% | +259.7% | +221.9% |
| 5Y | +156.0% | -35.8% | +191.8% | +179.7% |
| 10Y | +150.5% | +142.9% | +7.6% | +89.3% |
| All | +132.5% | +225.6% | -93.1% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling