+43.4%
CL vs CAKE
+173.4%
-130.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.6% |
| 7D | +3.2% | +2.5% | +0.7% | +3.1% |
| 30D | +8.0% | -3.1% | +11.1% | +8.2% |
| 3M | +7.9% | -2.2% | +10.1% | +7.9% |
| 6M | +14.7% | +94.1% | -79.3% | +10.4% |
| YTD | +29.2% | +119.4% | -90.3% | +23.5% |
| 1Y | +29.5% | +141.4% | -111.8% | +23.2% |
| 3Y | +40.7% | +273.6% | -232.9% | +30.7% |
| All | +43.4% | +173.4% | -130.1% | +36.9% |
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