-48.2%
CLF vs CAKE
+163.4%
-211.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -0.4% |
| 7D | -2.7% | -4.6% | +1.9% | -0.9% |
| 30D | -3.2% | -6.6% | +3.4% | -1.1% |
| 3M | -5.0% | +52.9% | -57.9% | -21.2% |
| 6M | +26.6% | +65.7% | -39.2% | +0.9% |
| YTD | -9.0% | +107.8% | -116.8% | -34.0% |
| 1Y | +11.8% | +78.5% | -66.6% | -14.0% |
| 3Y | -15.1% | +266.4% | -281.5% | -50.3% |
| 5Y | -48.2% | +159.6% | -207.8% | -69.0% |
| All | -48.2% | +163.4% | -211.6% | -69.0% |
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