+2,472.6%
CL vs CAKE
+4,018.7%
-1,546.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.2% | -4.0% | +1.8% | -1.8% |
| 30D | -4.8% | +2.4% | -7.3% | -5.1% |
| 3M | +4.9% | +69.0% | -64.1% | -0.9% |
| 6M | -5.7% | +69.3% | -75.0% | -11.1% |
| YTD | +14.4% | +115.8% | -101.4% | +5.0% |
| 1Y | +8.7% | +79.3% | -70.6% | +1.6% |
| 3Y | +30.0% | +262.0% | -232.0% | +11.3% |
| 5Y | +28.4% | +165.7% | -137.3% | +11.3% |
| 10Y | +50.1% | +158.9% | -108.8% | +21.7% |
| All | +2,472.6% | +4,018.7% | -1,546.1% | +1,388.6% |
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