+73.5%
CART vs CAKE
+298.5%
-225.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +22.4% | +0.6% | +21.8% | +22.1% |
| 3M | +15.6% | -1.6% | +17.3% | +15.5% |
| 6M | +44.9% | +78.3% | -33.4% | +29.6% |
| YTD | +30.0% | +118.8% | -88.8% | +10.3% |
| 1Y | +56.6% | +140.3% | -83.7% | +29.8% |
| 3Y | +131.9% | +280.3% | -148.3% | +60.3% |
| All | +73.5% | +298.5% | -225.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling