+214.2%
CAT vs CAKE
+170.5%
+43.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +9.3% | -3.8% | +13.1% | +10.2% |
| 30D | -21.5% | -5.2% | -16.3% | -20.8% |
| 3M | -29.1% | -9.2% | -19.9% | -28.0% |
| 6M | -33.4% | +76.6% | -110.0% | -42.9% |
| YTD | +6.6% | +113.6% | -107.0% | -13.4% |
| 1Y | +6.5% | +134.3% | -127.8% | -15.5% |
| 3Y | +162.7% | +271.2% | -108.5% | +82.3% |
| 5Y | +214.2% | +170.3% | +44.0% | +126.6% |
| All | +214.2% | +170.5% | +43.7% | +126.6% |
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