-49.3%
COMP vs CAKE
+103.3%
-152.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.6% | +14.3% | +12.7% |
| 7D | +13.4% | -5.2% | +18.7% | +16.9% |
| 30D | +11.1% | -0.2% | +11.3% | +11.1% |
| 3M | -18.8% | -0.2% | -18.6% | -19.8% |
| 6M | +10.5% | +77.5% | -67.0% | -23.9% |
| YTD | -3.4% | +114.1% | -117.5% | -41.6% |
| 1Y | +19.7% | +131.6% | -111.9% | -31.5% |
| 3Y | +381.6% | +271.4% | +110.2% | +86.8% |
| 5Y | -17.6% | +157.5% | -175.1% | -64.4% |
| All | -49.3% | +103.3% | -152.6% | -76.8% |
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