+267.8%
CAKE vs USFR
+14.1%
+253.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.5% | +0.1% | -4.7% | -4.5% |
| 30D | -12.4% | +0.4% | -12.8% | -12.3% |
| 3M | +37.3% | +1.0% | +36.3% | +38.1% |
| 6M | +70.7% | +2.0% | +68.7% | +73.1% |
| YTD | +106.0% | +2.8% | +103.2% | +110.3% |
| 1Y | +79.7% | +4.1% | +75.6% | +83.9% |
| 3Y | +267.8% | +14.1% | +253.6% | +318.3% |
| All | +267.8% | +14.1% | +253.6% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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