+340.4%
CG vs CAKE
+333.2%
+7.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -3.2% | +0.4% | -3.6% | -3.7% |
| 3M | +6.2% | +59.9% | -53.7% | -10.6% |
| 6M | -4.7% | +75.1% | -79.7% | -22.6% |
| YTD | -20.6% | +115.0% | -135.7% | -40.2% |
| 1Y | -26.4% | +81.6% | -108.0% | -41.4% |
| 3Y | +55.4% | +279.1% | -223.7% | -3.8% |
| 5Y | +9.8% | +170.6% | -160.8% | -26.8% |
| 10Y | +341.4% | +160.3% | +181.1% | +143.8% |
| All | +340.4% | +333.2% | +7.2% | +109.7% |
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