+73.5%
CART vs CAKE
+305.3%
-231.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | 0.0% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | +22.4% | +2.3% | +20.1% | +21.8% |
| 3M | +16.5% | +3.9% | +12.6% | +15.3% |
| 6M | +44.9% | +81.4% | -36.5% | +29.2% |
| YTD | +30.0% | +122.5% | -92.6% | +10.0% |
| 1Y | +59.1% | +138.1% | -79.0% | +32.2% |
| 3Y | +138.8% | +288.0% | -149.2% | +64.4% |
| All | +73.5% | +305.3% | -231.9% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling