+251.7%
CB vs CAKE
+131.7%
+119.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.6% |
| 7D | +2.9% | +2.5% | +0.5% | +2.4% |
| 30D | +7.3% | -3.1% | +10.4% | +7.8% |
| 3M | +9.4% | -2.2% | +11.6% | +9.4% |
| 6M | +19.6% | +94.1% | -74.4% | +4.3% |
| YTD | +21.5% | +119.4% | -98.0% | +2.8% |
| 1Y | +28.0% | +141.4% | -113.4% | +6.1% |
| 3Y | +74.9% | +273.6% | -198.7% | +28.2% |
| 5Y | +108.1% | +177.7% | -69.5% | +57.2% |
| All | +251.7% | +131.7% | +119.9% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling