+234.6%
CF vs CAKE
+168.2%
+66.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.8% |
| 6M | +17.1% | +75.1% | -58.0% | +11.6% |
| YTD | +76.2% | +115.0% | -38.8% | +63.2% |
| 1Y | +62.3% | +81.6% | -19.4% | +53.2% |
| 3Y | +71.8% | +279.1% | -207.3% | +45.9% |
| 5Y | +234.6% | +170.6% | +63.9% | +199.6% |
| All | +234.6% | +168.2% | +66.3% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling