+1,022.0%
DD vs CAKE
+3,866.7%
-2,844.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.8% |
| 7D | -3.8% | -4.6% | +0.8% | -2.7% |
| 30D | -9.2% | -6.6% | -2.7% | -7.9% |
| 3M | -9.0% | +52.9% | -61.9% | -18.5% |
| 6M | -5.0% | +65.7% | -70.7% | -16.9% |
| YTD | +7.4% | +107.8% | -100.4% | -11.3% |
| 1Y | +35.1% | +78.5% | -43.4% | +15.5% |
| 3Y | +43.2% | +266.4% | -223.2% | +0.9% |
| 5Y | +59.6% | +159.6% | -100.0% | +18.3% |
| 10Y | +66.5% | +156.6% | -90.1% | +10.1% |
| All | +1,022.0% | +3,866.7% | -2,844.7% | +391.4% |
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