+1,527.5%
META vs CAKE
+354.7%
+1,172.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -4.0% | +10.7% | +7.7% |
| 30D | +4.8% | +2.4% | +2.3% | +4.0% |
| 3M | -1.6% | +69.0% | -70.6% | -13.3% |
| 6M | -7.5% | +69.3% | -76.7% | -18.7% |
| YTD | -6.4% | +115.8% | -122.2% | -22.5% |
| 1Y | -17.3% | +79.3% | -96.7% | -28.8% |
| 3Y | +109.9% | +262.0% | -152.1% | +51.0% |
| 5Y | +65.4% | +165.7% | -100.3% | +23.6% |
| 10Y | +391.8% | +158.9% | +232.9% | +221.5% |
| All | +1,527.5% | +354.7% | +1,172.7% | +1,027.9% |
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