+99.4%
CB vs CAKE
+163.4%
-64.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.6% |
| 7D | -0.5% | -4.6% | +4.0% | -0.1% |
| 30D | -3.1% | -6.6% | +3.5% | -2.5% |
| 3M | +4.2% | +52.9% | -48.7% | -0.7% |
| 6M | +4.7% | +65.7% | -61.0% | -1.3% |
| YTD | +8.8% | +107.8% | -99.0% | -0.2% |
| 1Y | +22.6% | +78.5% | -55.9% | +14.3% |
| 3Y | +70.6% | +266.4% | -195.8% | +42.5% |
| 5Y | +99.4% | +159.6% | -60.2% | +69.3% |
| All | +99.4% | +163.4% | -64.0% | +69.3% |
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