+20,197.8%
CAT vs CAKE
+4,088.6%
+16,109.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -1.5% |
| 7D | +7.4% | +2.5% | +5.0% | +6.8% |
| 30D | -19.7% | -3.1% | -16.6% | -19.4% |
| 3M | -29.6% | -2.2% | -27.4% | -29.7% |
| 6M | -33.2% | +94.1% | -127.3% | -44.4% |
| YTD | +5.7% | +119.4% | -113.8% | -15.1% |
| 1Y | +9.3% | +141.4% | -132.0% | -14.4% |
| 3Y | +158.3% | +273.6% | -115.2% | +77.6% |
| 5Y | +211.6% | +177.7% | +33.9% | +122.0% |
| 10Y | +698.5% | +131.9% | +566.6% | +427.2% |
| All | +20,197.8% | +4,088.6% | +16,109.3% | +7,343.9% |
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