+274.2%
CME vs CAKE
+155.4%
+118.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -1.6% | -4.5% | +3.0% | -1.1% |
| 30D | +5.6% | -12.4% | +18.0% | +7.1% |
| 3M | +5.6% | +37.3% | -31.8% | +1.7% |
| 6M | -8.3% | +70.7% | -79.0% | -14.1% |
| YTD | +4.3% | +106.0% | -101.6% | -4.7% |
| 1Y | +9.1% | +79.7% | -70.6% | +1.2% |
| 3Y | +52.1% | +267.8% | -215.7% | +25.4% |
| 5Y | +79.7% | +159.9% | -80.2% | +52.0% |
| All | +274.2% | +155.4% | +118.8% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling