-47.0%
COMP vs CAKE
+97.3%
-144.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.2% |
| 7D | +0.8% | -4.6% | +5.4% | +3.5% |
| 30D | -13.9% | -6.6% | -7.3% | -11.2% |
| 3M | +30.7% | +52.9% | -22.2% | -0.6% |
| 6M | +18.7% | +65.7% | -47.1% | -14.6% |
| YTD | +1.0% | +107.8% | -106.8% | -37.5% |
| 1Y | +15.1% | +78.5% | -63.4% | -22.3% |
| 3Y | +219.8% | +266.4% | -46.6% | +25.4% |
| 5Y | -28.7% | +159.6% | -188.3% | -68.9% |
| All | -47.0% | +97.3% | -144.3% | -75.2% |
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 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