+18.7%
CP vs CAKE
+264.8%
-246.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.5% |
| 7D | +0.6% | -4.6% | +5.2% | +1.6% |
| 30D | -0.5% | -6.6% | +6.1% | +0.8% |
| 3M | +0.1% | +52.9% | -52.8% | -9.5% |
| 6M | +7.8% | +65.7% | -57.9% | -4.7% |
| YTD | +22.9% | +107.8% | -85.0% | +2.3% |
| 1Y | +21.3% | +78.5% | -57.2% | +4.5% |
| All | +18.7% | +264.8% | -246.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling