+183.3%
CFG vs CAKE
+264.8%
-81.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.3% |
| 7D | -0.6% | -4.6% | +4.0% | +1.0% |
| 30D | -4.5% | -6.6% | +2.0% | -2.5% |
| 3M | +6.3% | +52.9% | -46.6% | -10.9% |
| 6M | +20.6% | +65.7% | -45.1% | -2.8% |
| YTD | +21.2% | +107.8% | -86.6% | -11.7% |
| 1Y | +38.2% | +78.5% | -40.3% | +7.0% |
| All | +183.3% | +264.8% | -81.5% | +50.4% |
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