-48.8%
IT vs CAKE
+261.6%
-310.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.7% | +4.9% |
| 7D | -3.7% | -4.5% | +0.9% | -2.7% |
| 30D | +0.1% | -12.4% | +12.5% | +2.8% |
| 3M | +20.7% | +37.3% | -16.7% | +12.3% |
| 6M | +12.0% | +70.7% | -58.7% | -1.0% |
| YTD | -28.8% | +106.0% | -134.8% | -40.3% |
| 1Y | -25.5% | +79.7% | -105.2% | -35.6% |
| 3Y | -48.8% | +267.8% | -316.5% | -63.0% |
| All | -48.8% | +261.6% | -310.4% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling