+3,419.7%
CLS vs CAKE
+2,106.0%
+1,313.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +6.0% | +5.8% |
| 7D | +12.8% | -1.1% | +13.8% | +13.1% |
| 30D | +3.8% | +0.4% | +3.4% | +3.2% |
| 3M | -14.6% | +59.9% | -74.5% | -28.9% |
| 6M | +32.2% | +75.1% | -42.8% | +6.1% |
| YTD | +11.6% | +115.0% | -103.4% | -16.9% |
| 1Y | +35.1% | +81.6% | -46.6% | +5.7% |
| 3Y | +1,312.5% | +279.1% | +1,033.4% | +738.3% |
| 5Y | +3,542.1% | +170.6% | +3,371.4% | +2,226.1% |
| 10Y | +2,944.0% | +160.3% | +2,783.7% | +1,542.0% |
| All | +3,419.7% | +2,106.0% | +1,313.6% | +732.3% |
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