+147.2%
CAKE vs TW
+206.7%
-59.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -4.5% | -4.5% | -0.1% | -3.4% |
| 30D | -12.4% | -2.3% | -10.2% | -12.0% |
| 3M | +37.3% | +2.6% | +34.7% | +35.9% |
| 6M | +70.7% | -17.5% | +88.3% | +78.1% |
| YTD | +106.0% | -5.3% | +111.3% | +106.3% |
| 1Y | +79.7% | -14.8% | +94.4% | +85.0% |
| 3Y | +267.8% | +18.8% | +248.9% | +237.1% |
| 5Y | +159.9% | +20.7% | +139.2% | +129.7% |
| All | +147.2% | +206.7% | -59.5% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling