+11,417.8%
CP vs CAKE
+4,004.5%
+7,413.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | -0.5% | +0.4% | -1.0% | -0.8% |
| 3M | +1.4% | +59.9% | -58.5% | -8.0% |
| 6M | +10.3% | +75.1% | -64.7% | -2.0% |
| YTD | +24.3% | +115.0% | -90.7% | +5.9% |
| 1Y | +20.4% | +81.6% | -61.2% | +5.8% |
| 3Y | +21.8% | +279.1% | -257.3% | -8.9% |
| 5Y | +31.5% | +170.6% | -139.1% | +1.8% |
| 10Y | +223.2% | +160.3% | +62.9% | +126.1% |
| All | +11,417.8% | +4,004.5% | +7,413.3% | +5,208.9% |
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