-10.2%
DOW vs CAKE
+157.3%
-167.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | -2.4% | -5.6% | +3.2% | -0.6% |
| 30D | -4.1% | -10.5% | +6.4% | -0.9% |
| 3M | -12.4% | +43.6% | -56.1% | -22.8% |
| 6M | -10.6% | +63.0% | -73.7% | -25.5% |
| YTD | +31.1% | +102.9% | -71.8% | +1.0% |
| 1Y | +30.5% | +75.6% | -45.1% | +5.5% |
| 3Y | -34.4% | +257.7% | -292.1% | -59.4% |
| 5Y | -35.5% | +156.0% | -191.5% | -57.7% |
| All | -10.2% | +157.3% | -167.5% | -49.8% |
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 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