-5.0%
ICE vs CAKE
+72.3%
-77.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -0.9% | -4.6% | +3.7% | -0.9% |
| 30D | +4.0% | -6.6% | +10.5% | +3.8% |
| 3M | +11.0% | +52.9% | -42.0% | +11.6% |
| 6M | -5.0% | +65.7% | -70.7% | -3.2% |
| All | -5.0% | +72.3% | -77.3% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling