+2,244.9%
ICE vs CAKE
+296.7%
+1,948.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | -0.9% | -4.6% | +3.7% | +0.4% |
| 30D | +4.0% | -6.6% | +10.5% | +5.7% |
| 3M | +11.0% | +52.9% | -42.0% | -2.7% |
| 6M | -5.0% | +65.7% | -70.7% | -19.0% |
| YTD | -2.7% | +107.8% | -110.5% | -22.7% |
| 1Y | -8.6% | +78.5% | -87.1% | -24.4% |
| 3Y | +41.4% | +266.4% | -225.0% | -9.2% |
| 5Y | +39.9% | +159.6% | -119.8% | -5.8% |
| 10Y | +214.9% | +156.6% | +58.3% | +68.3% |
| All | +2,244.9% | +296.7% | +1,948.3% | +579.7% |
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