-33.2%
CAT vs CAKE
+81.3%
-114.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -0.5% |
| 7D | +7.4% | +2.5% | +5.0% | +7.7% |
| 30D | -19.7% | -3.1% | -16.6% | -19.5% |
| 3M | -29.6% | -2.2% | -27.4% | -29.6% |
| 6M | -33.2% | +94.1% | -127.3% | -28.4% |
| All | -33.2% | +81.3% | -114.5% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling