+59.1%
CF vs CAKE
+289.2%
-230.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | +6.9% | +2.3% | +4.6% | +6.8% |
| 3M | +4.8% | +3.9% | +0.9% | +4.8% |
| 6M | +4.7% | +81.4% | -76.7% | +3.0% |
| YTD | +56.5% | +122.5% | -66.1% | +49.1% |
| 1Y | +48.4% | +138.1% | -89.7% | +39.8% |
| 3Y | +59.1% | +288.0% | -228.9% | +32.7% |
| All | +59.1% | +289.2% | -230.0% | +32.7% |
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