-7.3%
MOD vs CAKE
+70.5%
-77.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +9.6% | -4.0% | +13.6% | +9.4% |
| 30D | 0.0% | +2.4% | -2.4% | +0.1% |
| 3M | -35.4% | +69.0% | -104.3% | -43.1% |
| 6M | -7.3% | +69.3% | -76.6% | -17.0% |
| All | -7.3% | +70.5% | -77.8% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling