-7.1%
CMG vs CAKE
+78.0%
-85.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -2.1% | -4.5% | +2.5% | 0.0% |
| 30D | +10.9% | -12.4% | +23.3% | +17.4% |
| 3M | +15.8% | +37.3% | -21.5% | -2.6% |
| 6M | +6.9% | +70.7% | -63.8% | -20.6% |
| YTD | -2.2% | +106.0% | -108.1% | -35.4% |
| 1Y | -7.1% | +79.7% | -86.7% | -38.1% |
| All | -7.1% | +78.0% | -85.1% | -38.1% |
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