-4.8%
CBOE vs CAKE
+45.8%
-50.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.5% |
| 7D | -5.8% | -4.5% | -1.3% | -5.2% |
| 30D | -3.1% | -12.4% | +9.3% | -1.8% |
| 3M | -4.8% | +37.3% | -42.1% | -6.2% |
| All | -4.8% | +45.8% | -50.6% | -6.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling