+71.8%
CF vs CAKE
+273.8%
-202.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -0.9% | -1.1% | +0.1% | -0.9% |
| 30D | +18.1% | +0.4% | +17.7% | +18.0% |
| 3M | +23.4% | +59.9% | -36.6% | +21.0% |
| 6M | +17.1% | +75.1% | -58.0% | +14.3% |
| YTD | +76.2% | +115.0% | -38.8% | +66.0% |
| 1Y | +62.3% | +81.6% | -19.4% | +56.3% |
| 3Y | +71.8% | +279.1% | -207.3% | +38.3% |
| All | +71.8% | +273.8% | -202.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling