+363.0%
NDAQ vs CAKE
+155.4%
+207.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -5.6% | -4.5% | -1.0% | -4.8% |
| 30D | -4.4% | -12.4% | +8.1% | -2.3% |
| 3M | +5.9% | +37.3% | -31.5% | -0.3% |
| 6M | +7.7% | +70.7% | -63.0% | -2.7% |
| YTD | -5.2% | +106.0% | -111.1% | -17.4% |
| 1Y | -3.4% | +79.7% | -83.0% | -13.9% |
| 3Y | +85.6% | +267.8% | -182.2% | +42.8% |
| 5Y | +49.5% | +159.9% | -110.4% | +18.7% |
| All | +363.0% | +155.4% | +207.6% | +197.5% |
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 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