+5,967.0%
CF vs CAKE
+313.7%
+5,653.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +6.0% | -4.0% | +10.0% | +7.2% |
| 30D | +14.8% | +2.4% | +12.4% | +13.9% |
| 3M | +14.1% | +69.0% | -54.9% | -2.0% |
| 6M | +28.5% | +69.3% | -40.7% | +8.9% |
| YTD | +74.9% | +115.8% | -40.8% | +37.6% |
| 1Y | +61.7% | +79.3% | -17.7% | +33.6% |
| 3Y | +80.3% | +262.0% | -181.7% | +16.5% |
| 5Y | +226.0% | +165.7% | +60.3% | +117.8% |
| 10Y | +569.9% | +158.9% | +411.0% | +284.4% |
| All | +5,967.0% | +313.7% | +5,653.3% | +1,954.2% |
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