-50.4%
COMP vs CAKE
+107.7%
-158.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -6.5% |
| 7D | +7.2% | -1.0% | +8.2% | +7.9% |
| 30D | +6.4% | +0.6% | +5.8% | +6.1% |
| 3M | -19.4% | -1.6% | -17.8% | -19.6% |
| 6M | +14.6% | +78.3% | -63.8% | -21.1% |
| YTD | -5.5% | +118.8% | -124.3% | -43.4% |
| 1Y | +13.7% | +140.3% | -126.7% | -36.3% |
| 3Y | +409.7% | +280.3% | +129.4% | +95.4% |
| 5Y | -17.0% | +171.9% | -188.9% | -64.8% |
| All | -50.4% | +107.7% | -158.1% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling