+206.4%
CAKE vs USFR
+27.6%
+178.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -6.6% | +0.3% | -6.8% | -6.8% |
| 3M | +52.9% | +1.0% | +51.9% | +51.3% |
| 6M | +65.7% | +1.9% | +63.8% | +62.4% |
| YTD | +107.8% | +2.7% | +105.2% | +102.2% |
| 1Y | +78.5% | +4.0% | +74.5% | +71.3% |
| 3Y | +266.4% | +14.0% | +252.3% | +219.3% |
| 5Y | +159.6% | +20.4% | +139.2% | +113.5% |
| 10Y | +156.6% | +28.0% | +128.6% | +100.5% |
| All | +206.4% | +27.6% | +178.8% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling