+6,706.3%
CME vs CAKE
+533.4%
+6,172.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +5.5% | +0.4% | +5.1% | +5.2% |
| 3M | +11.0% | +59.9% | -49.0% | -2.1% |
| 6M | -9.7% | +75.1% | -84.8% | -22.8% |
| YTD | +4.9% | +115.0% | -110.2% | -15.4% |
| 1Y | +10.1% | +81.6% | -71.5% | -7.6% |
| 3Y | +53.5% | +279.1% | -225.6% | +0.7% |
| 5Y | +77.2% | +170.6% | -93.5% | +20.4% |
| 10Y | +282.1% | +160.3% | +121.8% | +115.4% |
| All | +6,706.3% | +533.4% | +6,172.9% | +1,935.2% |
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