+611.5%
MSCI vs CAKE
+151.6%
+459.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -4.7% | -5.6% | +0.9% | -3.8% |
| 30D | -2.2% | -10.5% | +8.4% | -0.4% |
| 3M | -9.7% | +43.6% | -53.3% | -15.8% |
| 6M | +0.3% | +63.0% | -62.8% | -8.9% |
| YTD | -3.5% | +102.9% | -106.4% | -15.9% |
| 1Y | -1.4% | +75.6% | -77.0% | -12.0% |
| 3Y | +6.6% | +257.7% | -251.2% | -18.3% |
| 5Y | -10.9% | +156.0% | -166.9% | -29.4% |
| All | +611.5% | +151.6% | +459.9% | +405.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling