+28.3%
CL vs CAKE
+163.4%
-135.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | -0.2% |
| 7D | -2.3% | -4.6% | +2.3% | -2.0% |
| 30D | -5.5% | -6.6% | +1.1% | -5.2% |
| 3M | +0.8% | +52.9% | -52.1% | -1.6% |
| 6M | -4.2% | +65.7% | -70.0% | -7.0% |
| YTD | +13.4% | +107.8% | -94.4% | +8.8% |
| 1Y | +7.1% | +78.5% | -71.4% | +3.3% |
| 3Y | +29.0% | +266.4% | -237.4% | +20.0% |
| 5Y | +28.3% | +159.6% | -131.3% | +20.4% |
| All | +28.3% | +163.4% | -135.1% | +20.4% |
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