+49.3%
F vs CAKE
+152.3%
-103.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.1% |
| 7D | -3.7% | -5.6% | +1.9% | -1.6% |
| 30D | -0.7% | -10.5% | +9.8% | +3.1% |
| 3M | -1.9% | +43.6% | -45.5% | -15.4% |
| 6M | +16.1% | +63.0% | -47.0% | -5.5% |
| YTD | +9.5% | +102.9% | -93.4% | -18.8% |
| 1Y | +27.2% | +75.6% | -48.4% | -0.4% |
| 3Y | +36.3% | +257.7% | -221.4% | -24.9% |
| 5Y | +49.3% | +156.0% | -106.7% | -11.6% |
| All | +49.3% | +152.3% | -103.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling