+37.5%
CMS vs CAKE
+272.0%
-234.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -1.3% | -3.8% | +2.5% | -1.1% |
| 30D | +5.3% | -5.2% | +10.5% | +5.5% |
| 3M | -0.3% | -9.2% | +8.9% | 0.0% |
| 6M | -4.0% | +76.6% | -80.7% | -7.0% |
| YTD | +2.1% | +113.6% | -111.4% | -2.4% |
| 1Y | -4.7% | +134.3% | -139.0% | -9.6% |
| All | +37.5% | +272.0% | -234.5% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling