+11,825.4%
CP vs CAKE
+4,088.6%
+7,736.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | +2.1% | +2.5% | -0.3% | +1.6% |
| 30D | +9.3% | -3.1% | +12.4% | +9.8% |
| 3M | +0.5% | -2.2% | +2.7% | +0.5% |
| 6M | +10.4% | +94.1% | -83.6% | -3.9% |
| YTD | +28.7% | +119.4% | -90.7% | +8.8% |
| 1Y | +33.2% | +141.4% | -108.2% | +10.5% |
| 3Y | +38.4% | +273.6% | -235.1% | +3.8% |
| 5Y | +26.2% | +177.7% | -151.5% | -2.8% |
| 10Y | +258.4% | +131.9% | +126.5% | +155.9% |
| All | +11,825.4% | +4,088.6% | +7,736.9% | +5,359.1% |
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