+358.9%
CBOE vs CAKE
+155.4%
+203.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.4% |
| 7D | -5.8% | -4.5% | -1.3% | -5.5% |
| 30D | -3.1% | -12.4% | +9.3% | -2.2% |
| 3M | -4.8% | +37.3% | -42.1% | -7.2% |
| 6M | -0.6% | +70.7% | -71.3% | -5.0% |
| YTD | +12.8% | +106.0% | -93.2% | +6.1% |
| 1Y | +19.8% | +79.7% | -59.9% | +13.8% |
| 3Y | +86.9% | +267.8% | -180.8% | +63.5% |
| 5Y | +136.5% | +159.9% | -23.4% | +110.3% |
| All | +358.9% | +155.4% | +203.4% | +262.8% |
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