+5.6%
MSCI vs CAKE
+173.4%
-167.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | +17.8% | -3.1% | +20.8% | +18.5% |
| 3M | +15.2% | -2.2% | +17.4% | +15.3% |
| 6M | +16.5% | +94.1% | -77.6% | -2.3% |
| YTD | +16.4% | +119.4% | -103.1% | -6.1% |
| 1Y | +16.8% | +141.4% | -124.6% | -8.2% |
| 3Y | +35.8% | +273.6% | -237.8% | -10.9% |
| All | +5.6% | +173.4% | -167.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling