+1,762.2%
EXC vs CAKE
+4,018.7%
-2,256.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -4.0% | +4.3% | +0.8% |
| 30D | -3.7% | +2.4% | -6.2% | -4.1% |
| 3M | -1.3% | +69.0% | -70.3% | -7.7% |
| 6M | -9.7% | +69.3% | -79.0% | -15.8% |
| YTD | +2.9% | +115.8% | -112.9% | -7.1% |
| 1Y | +4.4% | +79.3% | -75.0% | -3.7% |
| 3Y | +22.2% | +262.0% | -239.8% | +1.4% |
| 5Y | +46.7% | +165.7% | -119.0% | +23.6% |
| 10Y | +155.3% | +158.9% | -3.6% | +99.2% |
| All | +1,762.2% | +4,018.7% | -2,256.5% | +1,014.1% |
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