+332.7%
CAT vs CAKE
+163.4%
+169.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.1% |
| 7D | +2.9% | -4.6% | +7.5% | +4.0% |
| 30D | -2.6% | -6.6% | +3.9% | -1.3% |
| 3M | -10.7% | +52.9% | -63.6% | -19.9% |
| 6M | +16.1% | +65.7% | -49.6% | +1.7% |
| YTD | +43.2% | +107.8% | -64.6% | +18.3% |
| 1Y | +96.8% | +78.5% | +18.3% | +68.1% |
| 3Y | +201.4% | +266.4% | -65.0% | +112.8% |
| 5Y | +332.7% | +159.6% | +173.0% | +209.6% |
| All | +332.7% | +163.4% | +169.2% | +209.6% |
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