-3.1%
CMG vs CAKE
+157.8%
-160.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -2.1% | -4.5% | +2.5% | -0.6% |
| 30D | +10.9% | -12.4% | +23.3% | +15.6% |
| 3M | +15.8% | +37.3% | -21.5% | +3.7% |
| 6M | +6.9% | +70.7% | -63.8% | -11.2% |
| YTD | -2.2% | +106.0% | -108.1% | -23.5% |
| 1Y | -7.1% | +79.7% | -86.7% | -24.4% |
| 3Y | -7.1% | +267.8% | -274.9% | -41.6% |
| All | -3.1% | +157.8% | -160.9% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling