+329.7%
CFG vs CAKE
+207.8%
+122.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.4% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | +5.1% | -3.1% | +8.2% | +6.1% |
| 3M | -11.2% | -2.2% | -9.0% | -11.3% |
| 6M | +9.6% | +94.1% | -84.5% | -17.8% |
| YTD | +15.0% | +119.4% | -104.5% | -18.6% |
| 1Y | +29.9% | +141.4% | -111.5% | -11.7% |
| 3Y | +192.1% | +273.6% | -81.5% | +62.1% |
| 5Y | +62.3% | +177.7% | -115.4% | -3.3% |
| 10Y | +219.2% | +131.9% | +87.3% | +60.6% |
| All | +329.7% | +207.8% | +122.0% | +106.8% |
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