+70.7%
CAKE vs USFR
+2.0%
+68.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +0.5% |
| 7D | -4.5% | +0.1% | -4.7% | -6.1% |
| 30D | -12.4% | +0.4% | -12.8% | -15.9% |
| 3M | +37.3% | +1.0% | +36.3% | +19.7% |
| 6M | +70.7% | +2.0% | +68.7% | +40.9% |
| All | +70.7% | +2.0% | +68.7% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling