+10.9%
CMG vs CAKE
+147.7%
-136.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +3.6% |
| 7D | +22.5% | +9.1% | +13.4% | +17.8% |
| 30D | +14.1% | +5.8% | +8.3% | +11.1% |
| 3M | +4.1% | +9.3% | -5.2% | -0.7% |
| 6M | +10.1% | +96.1% | -86.0% | -23.4% |
| YTD | -4.9% | +131.4% | -136.3% | -41.1% |
| 1Y | +10.9% | +146.1% | -135.2% | -35.0% |
| All | +10.9% | +147.7% | -136.8% | -35.0% |
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