+273.7%
IR vs CAKE
+108.7%
+165.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -4.5% | -4.5% | 0.0% | -3.2% |
| 30D | -13.9% | -12.4% | -1.5% | -10.6% |
| 3M | -0.3% | +37.3% | -37.7% | -10.2% |
| 6M | -14.3% | +70.7% | -85.0% | -28.0% |
| YTD | -7.9% | +106.0% | -113.9% | -27.0% |
| 1Y | -9.9% | +79.7% | -89.5% | -25.9% |
| 3Y | +6.5% | +267.8% | -261.2% | -30.6% |
| 5Y | +34.0% | +159.9% | -125.9% | -7.5% |
| All | +273.7% | +108.7% | +165.0% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling