+17,119.9%
COR vs CAKE
+3,644.5%
+13,475.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | +1.5% | +0.4% | +1.1% | +1.3% |
| 3M | +18.7% | +59.9% | -41.2% | +10.6% |
| 6M | -9.0% | +75.1% | -84.1% | -16.5% |
| YTD | -3.3% | +115.0% | -118.3% | -13.9% |
| 1Y | +9.8% | +81.6% | -71.8% | -0.1% |
| 3Y | +87.4% | +279.1% | -191.8% | +49.6% |
| 5Y | +180.5% | +170.6% | +9.9% | +128.8% |
| 10Y | +398.1% | +160.3% | +237.8% | +275.8% |
| All | +17,119.9% | +3,644.5% | +13,475.4% | +8,762.9% |
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