+13,404.7%
CMI vs CAKE
+3,831.8%
+9,572.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -0.7% | -4.5% | +3.8% | +0.5% |
| 30D | -12.4% | -12.4% | 0.0% | -9.4% |
| 3M | -14.8% | +37.3% | -52.1% | -22.6% |
| 6M | +0.8% | +70.7% | -69.9% | -14.2% |
| YTD | +10.2% | +106.0% | -95.8% | -11.1% |
| 1Y | +37.4% | +79.7% | -42.2% | +14.5% |
| 3Y | +153.3% | +267.8% | -114.5% | +69.8% |
| 5Y | +167.6% | +159.9% | +7.7% | +89.1% |
| 10Y | +514.4% | +154.3% | +360.0% | +277.1% |
| All | +13,404.7% | +3,831.8% | +9,572.9% | +4,855.8% |
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