+432.8%
F vs CAKE
+4,088.6%
-3,655.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.7% |
| 7D | -3.1% | +2.5% | -5.6% | -3.8% |
| 30D | 0.0% | -3.1% | +3.1% | +0.8% |
| 3M | -13.2% | -2.2% | -11.0% | -13.1% |
| 6M | -10.2% | +94.1% | -104.3% | -27.3% |
| YTD | -4.9% | +119.4% | -124.4% | -26.4% |
| 1Y | -6.1% | +141.4% | -147.5% | -29.4% |
| 3Y | +46.0% | +273.6% | -227.6% | -6.0% |
| 5Y | -15.7% | +177.7% | -193.4% | -42.1% |
| 10Y | +64.3% | +131.9% | -67.6% | +4.2% |
| All | +432.8% | +4,088.6% | -3,655.7% | +92.7% |
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