-74.3%
GRAB vs CAKE
+203.6%
-278.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -10.8% | -4.5% | -6.3% | -9.9% |
| 30D | -15.5% | -12.4% | -3.1% | -13.3% |
| 3M | -9.0% | +37.3% | -46.3% | -15.2% |
| 6M | -21.6% | +70.7% | -92.3% | -30.5% |
| YTD | -38.9% | +106.0% | -144.9% | -48.1% |
| 1Y | -44.8% | +79.7% | -124.5% | -52.0% |
| 3Y | -18.4% | +267.8% | -286.2% | -40.0% |
| 5Y | -71.6% | +159.9% | -231.5% | -79.2% |
| All | -74.3% | +203.6% | -278.0% | -76.9% |
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