+1,873.5%
EXC vs CAKE
+4,088.6%
-2,215.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.0% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | +8.6% | -3.1% | +11.6% | +8.9% |
| 3M | +2.4% | -2.2% | +4.6% | +2.4% |
| 6M | +6.5% | +94.1% | -87.6% | -2.3% |
| YTD | +9.0% | +119.4% | -110.4% | -1.9% |
| 1Y | +4.6% | +141.4% | -136.8% | -7.1% |
| 3Y | +33.5% | +273.6% | -240.1% | +10.2% |
| 5Y | +41.4% | +177.7% | -136.3% | +18.5% |
| 10Y | +204.3% | +131.9% | +72.4% | +139.9% |
| All | +1,873.5% | +4,088.6% | -2,215.0% | +1,076.2% |
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