+9.3%
CME vs CAKE
+76.8%
-67.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | -4.0% | +2.4% | -1.8% |
| 30D | +6.2% | +2.4% | +3.8% | +6.5% |
| 3M | +10.4% | +69.0% | -58.5% | +16.1% |
| 6M | -9.5% | +69.3% | -78.8% | -4.2% |
| YTD | +6.0% | +115.8% | -109.8% | +12.0% |
| 1Y | +9.3% | +79.3% | -70.1% | +17.3% |
| All | +9.3% | +76.8% | -67.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling