+23.6%
CMS vs CAKE
+163.4%
-139.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +0.2% | -4.6% | +4.7% | +0.4% |
| 30D | -1.3% | -6.6% | +5.3% | -1.0% |
| 3M | -5.4% | +52.9% | -58.3% | -7.6% |
| 6M | -10.3% | +65.7% | -76.1% | -12.9% |
| YTD | -0.2% | +107.8% | -108.0% | -4.5% |
| 1Y | -0.9% | +78.5% | -79.3% | -4.3% |
| 3Y | +34.0% | +266.4% | -232.4% | +22.7% |
| 5Y | +23.6% | +159.6% | -136.1% | +13.2% |
| All | +23.6% | +163.4% | -139.9% | +13.2% |
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