+42.1%
DD vs CAKE
+261.6%
-219.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -3.5% | -4.5% | +1.0% | -2.4% |
| 30D | -11.7% | -12.4% | +0.8% | -8.8% |
| 3M | -9.2% | +37.3% | -46.6% | -17.0% |
| 6M | -7.2% | +70.7% | -77.9% | -20.6% |
| YTD | +6.6% | +106.0% | -99.4% | -13.9% |
| 1Y | +32.0% | +79.7% | -47.6% | +10.4% |
| 3Y | +42.1% | +267.8% | -225.6% | -0.8% |
| All | +42.1% | +261.6% | -219.5% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling