+6,646.7%
CB vs CAKE
+3,979.4%
+2,667.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -4.0% | +4.5% | +1.3% |
| 30D | -3.1% | +2.4% | -5.5% | -3.8% |
| 3M | +9.0% | +69.0% | -60.0% | -2.5% |
| 6M | +2.9% | +69.3% | -66.4% | -8.4% |
| YTD | +10.1% | +115.8% | -105.7% | -6.9% |
| 1Y | +22.8% | +79.3% | -56.6% | +7.4% |
| 3Y | +73.8% | +262.0% | -188.2% | +28.0% |
| 5Y | +99.2% | +165.7% | -66.5% | +50.7% |
| 10Y | +218.2% | +158.9% | +59.3% | +118.1% |
| All | +6,646.7% | +3,979.4% | +2,667.2% | +2,759.7% |
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 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