+639.7%
CEG vs CAKE
+229.9%
+409.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +6.7% | -1.1% | +7.7% | +6.9% |
| 30D | +11.0% | +0.4% | +10.6% | +10.7% |
| 3M | +19.5% | +59.9% | -40.4% | +6.9% |
| 6M | -5.9% | +75.1% | -80.9% | -17.7% |
| YTD | -15.0% | +115.0% | -130.0% | -29.3% |
| 1Y | +0.6% | +81.6% | -81.0% | -13.2% |
| 3Y | +180.6% | +279.1% | -98.5% | +106.7% |
| All | +639.7% | +229.9% | +409.8% | +469.5% |
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