+7,264.7%
CB vs CAKE
+3,938.0%
+3,326.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.0% |
| 7D | 0.0% | -3.8% | +3.8% | +0.8% |
| 30D | +7.4% | -5.2% | +12.6% | +8.4% |
| 3M | +8.6% | -9.2% | +17.8% | +10.2% |
| 6M | +16.1% | +76.6% | -60.5% | +2.5% |
| YTD | +20.2% | +113.6% | -93.4% | +1.5% |
| 1Y | +27.2% | +134.3% | -107.1% | +5.3% |
| 3Y | +72.7% | +271.2% | -198.5% | +26.3% |
| 5Y | +105.9% | +170.3% | -64.3% | +55.3% |
| 10Y | +248.1% | +125.7% | +122.4% | +144.9% |
| All | +7,264.7% | +3,938.0% | +3,326.7% | +3,018.3% |
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 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