+38.3%
DD vs CAKE
+76.8%
-38.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.5% | -4.0% | +0.5% | -2.9% |
| 30D | -10.3% | +2.4% | -12.7% | -10.8% |
| 3M | -7.5% | +69.0% | -76.5% | -17.3% |
| 6M | -8.0% | +69.3% | -77.3% | -18.1% |
| YTD | +10.5% | +115.8% | -105.3% | -8.7% |
| 1Y | +38.3% | +79.3% | -41.1% | +17.5% |
| All | +38.3% | +76.8% | -38.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling