-44.8%
COMP vs CAKE
+104.8%
-149.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.7% |
| 30D | -13.3% | +2.4% | -15.8% | -15.2% |
| 3M | +41.1% | +69.0% | -27.9% | +1.2% |
| 6M | +17.2% | +69.3% | -52.1% | -16.5% |
| YTD | +5.2% | +115.8% | -110.6% | -36.3% |
| 1Y | +18.9% | +79.3% | -60.4% | -19.7% |
| 3Y | +215.9% | +262.0% | -46.1% | +25.1% |
| 5Y | -31.2% | +165.7% | -196.9% | -70.5% |
| All | -44.8% | +104.8% | -149.6% | -74.7% |
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