-41.4%
CLF vs CAKE
+170.5%
-211.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.6% |
| 7D | +16.0% | -3.8% | +19.8% | +17.6% |
| 30D | +1.6% | -5.2% | +6.9% | +3.3% |
| 3M | +6.7% | -9.2% | +15.9% | +9.6% |
| 6M | +21.1% | +76.6% | -55.5% | -7.3% |
| YTD | -1.6% | +113.6% | -115.2% | -30.7% |
| 1Y | +18.5% | +134.3% | -115.8% | -20.0% |
| 3Y | -21.0% | +271.2% | -292.2% | -55.4% |
| 5Y | -41.4% | +170.3% | -211.7% | -64.8% |
| All | -41.4% | +170.5% | -211.9% | -64.8% |
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