+2,805.0%
CL vs CAKE
+4,088.6%
-1,283.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.5% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +8.0% | -3.1% | +11.1% | +8.3% |
| 3M | +7.9% | -2.2% | +10.1% | +7.9% |
| 6M | +14.7% | +94.1% | -79.3% | +6.6% |
| YTD | +29.2% | +119.4% | -90.3% | +18.2% |
| 1Y | +29.5% | +141.4% | -111.8% | +17.3% |
| 3Y | +40.7% | +273.6% | -232.9% | +20.0% |
| 5Y | +43.9% | +177.7% | -133.8% | +24.2% |
| 10Y | +87.2% | +131.9% | -44.6% | +53.8% |
| All | +2,805.0% | +4,088.6% | -1,283.6% | +1,575.9% |
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 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