+50.6%
CI vs CAKE
+152.3%
-101.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.2% |
| 7D | -1.3% | -5.6% | +4.3% | -0.9% |
| 30D | +3.1% | -10.5% | +13.7% | +4.0% |
| 3M | -4.5% | +43.6% | -48.1% | -7.6% |
| 6M | +8.3% | +63.0% | -54.8% | +3.4% |
| YTD | +3.8% | +102.9% | -99.1% | -2.9% |
| 1Y | -5.0% | +75.6% | -80.6% | -10.2% |
| 3Y | +5.8% | +257.7% | -251.9% | -6.7% |
| 5Y | +50.6% | +156.0% | -105.4% | +34.9% |
| All | +50.6% | +152.3% | -101.7% | +34.9% |
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