+35.8%
IR vs CAKE
+157.8%
-122.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -4.5% | -4.5% | 0.0% | -3.1% |
| 30D | -13.9% | -12.4% | -1.5% | -10.5% |
| 3M | -0.3% | +37.3% | -37.7% | -10.5% |
| 6M | -14.3% | +70.7% | -85.0% | -28.6% |
| YTD | -7.9% | +106.0% | -113.9% | -27.7% |
| 1Y | -9.9% | +79.7% | -89.5% | -26.5% |
| 3Y | +6.5% | +267.8% | -261.2% | -31.2% |
| All | +35.8% | +157.8% | -122.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling