+1,067.6%
CMS vs CAKE
+3,976.8%
-2,909.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.9% |
| 30D | +5.3% | -5.2% | +10.5% | +5.8% |
| 3M | -0.3% | -9.2% | +8.9% | +0.5% |
| 6M | -4.0% | +76.6% | -80.7% | -10.5% |
| YTD | +2.1% | +113.6% | -111.4% | -7.0% |
| 1Y | -4.7% | +134.3% | -139.0% | -14.2% |
| 3Y | +36.8% | +271.2% | -234.4% | +15.2% |
| 5Y | +34.9% | +170.3% | -135.4% | +15.3% |
| 10Y | +134.7% | +125.7% | +9.0% | +89.6% |
| All | +1,067.6% | +3,976.8% | -2,909.3% | +612.6% |
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