+50.7%
CF vs CAKE
+132.7%
-82.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.2% |
| 7D | +4.8% | -1.0% | +5.8% | +4.6% |
| 30D | +9.7% | +0.6% | +9.1% | +10.0% |
| 3M | +1.2% | -1.6% | +2.9% | +1.6% |
| 6M | +7.4% | +78.3% | -71.0% | +30.4% |
| YTD | +60.5% | +118.8% | -58.3% | +86.8% |
| 1Y | +50.7% | +140.3% | -89.6% | +69.9% |
| All | +50.7% | +132.7% | -82.0% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling