+375.9%
CAKE vs VO
+814.4%
-438.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.0% |
| 30D | -6.6% | -1.9% | -4.6% | -4.5% |
| 3M | +52.9% | +3.3% | +49.7% | +47.3% |
| 6M | +65.7% | +9.7% | +56.1% | +49.2% |
| YTD | +107.8% | +12.6% | +95.2% | +81.8% |
| 1Y | +78.5% | +13.6% | +64.8% | +54.7% |
| 3Y | +266.4% | +56.8% | +209.6% | +125.8% |
| 5Y | +159.6% | +42.3% | +117.4% | +80.3% |
| 10Y | +156.6% | +199.2% | -42.6% | -12.2% |
| All | +375.9% | +814.4% | -438.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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