+1,045.5%
CMS vs CAKE
+4,018.7%
-2,973.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.4% | -4.0% | +4.4% | +0.8% |
| 30D | -3.6% | +2.4% | -6.0% | -4.0% |
| 3M | -1.9% | +69.0% | -70.9% | -7.8% |
| 6M | -11.0% | +69.3% | -80.3% | -16.5% |
| YTD | +0.2% | +115.8% | -115.6% | -8.7% |
| 1Y | -1.3% | +79.3% | -80.7% | -8.3% |
| 3Y | +35.9% | +262.0% | -226.1% | +14.9% |
| 5Y | +23.1% | +165.7% | -142.6% | +5.4% |
| 10Y | +117.9% | +158.9% | -41.0% | +73.3% |
| All | +1,045.5% | +4,018.7% | -2,973.2% | +599.4% |
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