+1,350.3%
CRS vs CAKE
+157.8%
+1,192.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.7% |
| 7D | -6.8% | -4.5% | -2.2% | -5.3% |
| 30D | -16.1% | -12.4% | -3.7% | -12.5% |
| 3M | -21.2% | +37.3% | -58.5% | -31.2% |
| 6M | +8.7% | +70.7% | -62.0% | -13.2% |
| YTD | +41.0% | +106.0% | -65.0% | +3.8% |
| 1Y | +82.7% | +79.7% | +3.0% | +41.1% |
| 3Y | +604.8% | +267.8% | +337.0% | +296.9% |
| All | +1,350.3% | +157.8% | +1,192.5% | +797.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling