+291.3%
IR vs CAKE
+118.6%
+172.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.8% | -4.0% | +1.2% | -1.6% |
| 30D | -15.1% | +2.4% | -17.6% | -15.9% |
| 3M | +6.1% | +69.0% | -62.9% | -10.3% |
| 6M | -16.8% | +69.3% | -86.1% | -29.9% |
| YTD | -3.5% | +115.8% | -119.3% | -24.6% |
| 1Y | -3.5% | +79.3% | -82.8% | -20.5% |
| 3Y | +9.5% | +262.0% | -252.6% | -28.4% |
| 5Y | +45.1% | +165.7% | -120.6% | -0.5% |
| All | +291.3% | +118.6% | +172.7% | +127.0% |
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