+5,524.7%
IT vs CAKE
+3,342.6%
+2,182.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | -12.7% | -5.6% | -7.1% | -11.5% |
| 30D | -8.9% | -10.5% | +1.6% | -6.8% |
| 3M | +10.1% | +43.6% | -33.5% | +0.7% |
| 6M | +7.3% | +63.0% | -55.8% | -5.2% |
| YTD | -32.4% | +102.9% | -135.3% | -43.5% |
| 1Y | -26.6% | +75.6% | -102.3% | -36.8% |
| 3Y | -51.8% | +257.7% | -309.5% | -65.6% |
| 5Y | -45.6% | +156.0% | -201.6% | -59.4% |
| 10Y | +92.4% | +150.5% | -58.1% | +28.6% |
| All | +5,524.7% | +3,342.6% | +2,182.2% | +2,007.5% |
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