+165.0%
CMI vs CAKE
+157.8%
+7.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | -12.4% | -12.4% | 0.0% | -9.8% |
| 3M | -14.8% | +37.3% | -52.1% | -21.9% |
| 6M | +0.8% | +70.7% | -69.9% | -13.1% |
| YTD | +10.2% | +106.0% | -95.8% | -9.8% |
| 1Y | +37.4% | +79.7% | -42.2% | +16.1% |
| 3Y | +153.3% | +267.8% | -114.5% | +74.1% |
| All | +165.0% | +157.8% | +7.2% | +87.9% |
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