+97.0%
CFG vs CAKE
+163.4%
-66.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.3% |
| 7D | -0.6% | -4.6% | +4.0% | +1.1% |
| 30D | -4.5% | -6.6% | +2.0% | -2.5% |
| 3M | +6.3% | +52.9% | -46.6% | -10.4% |
| 6M | +20.6% | +65.7% | -45.1% | -2.1% |
| YTD | +21.2% | +107.8% | -86.6% | -10.3% |
| 1Y | +38.2% | +78.5% | -40.3% | +8.1% |
| 3Y | +185.9% | +266.4% | -80.5% | +66.4% |
| 5Y | +97.0% | +159.6% | -62.6% | +23.6% |
| All | +97.0% | +163.4% | -66.5% | +23.6% |
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