+42.4%
CART vs CAKE
+291.6%
-249.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -4.1% | -1.1% | -3.0% | -3.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.6% |
| 3M | +13.1% | +59.9% | -46.8% | +3.5% |
| 6M | +26.0% | +75.1% | -49.0% | +13.0% |
| YTD | +6.7% | +115.0% | -108.3% | -9.0% |
| 1Y | +6.3% | +81.6% | -75.3% | -5.9% |
| All | +42.4% | +291.6% | -249.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling