+5.4%
D vs CAKE
+152.3%
-146.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.3% |
| 30D | -3.5% | -10.5% | +7.0% | -2.9% |
| 3M | -1.6% | +43.6% | -45.2% | -4.2% |
| 6M | +5.8% | +63.0% | -57.3% | +2.0% |
| YTD | +14.5% | +102.9% | -88.4% | +8.4% |
| 1Y | +14.2% | +75.6% | -61.5% | +9.1% |
| 3Y | +59.0% | +257.7% | -198.7% | +43.2% |
| 5Y | +5.4% | +156.0% | -150.6% | -4.7% |
| All | +5.4% | +152.3% | -146.9% | -4.7% |
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