+65.7%
CAKE vs VSAT
+69.6%
-3.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.6% | -3.0% |
| 7D | -4.6% | +3.5% | -8.1% | -4.7% |
| 30D | -6.6% | -14.7% | +8.1% | -5.8% |
| 3M | +52.9% | +13.2% | +39.7% | +51.6% |
| 6M | +65.7% | +57.4% | +8.4% | +62.3% |
| All | +65.7% | +69.6% | -3.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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