+1,014.0%
CBOE vs CAKE
+416.2%
+597.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -3.7% | -5.6% | +1.9% | -3.1% |
| 30D | +2.0% | -10.5% | +12.5% | +3.2% |
| 3M | -4.2% | +43.6% | -47.9% | -8.3% |
| 6M | +1.2% | +63.0% | -61.9% | -4.7% |
| YTD | +15.4% | +102.9% | -87.5% | +5.8% |
| 1Y | +23.5% | +75.6% | -52.1% | +14.9% |
| 3Y | +93.2% | +257.7% | -164.5% | +60.6% |
| 5Y | +142.0% | +156.0% | -14.0% | +105.3% |
| 10Y | +379.2% | +150.5% | +228.7% | +265.6% |
| All | +1,014.0% | +416.2% | +597.9% | +550.3% |
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