+79.3%
CAKE vs TW
-15.9%
+95.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -4.0% | -2.3% | -1.7% | -3.8% |
| 30D | +2.4% | +3.9% | -1.5% | +2.1% |
| 3M | +69.0% | +5.7% | +63.3% | +68.1% |
| 6M | +69.3% | -14.5% | +83.8% | +73.0% |
| YTD | +115.8% | -0.9% | +116.6% | +113.2% |
| 1Y | +79.3% | -13.5% | +92.9% | +74.7% |
| All | +79.3% | -15.9% | +95.2% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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