+32.6%
NET vs CAKE
+197.0%
-164.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -4.6% |
| 7D | -16.4% | +9.1% | -25.5% | -19.8% |
| 30D | -25.8% | +5.8% | -31.7% | -28.1% |
| 3M | -11.5% | +9.3% | -20.9% | -16.5% |
| 6M | +18.9% | +96.1% | -77.2% | -16.9% |
| YTD | +35.2% | +131.4% | -96.2% | -16.9% |
| 1Y | +14.5% | +146.1% | -131.6% | -32.5% |
| 3Y | +313.8% | +297.8% | +16.0% | +57.9% |
| 5Y | +32.6% | +198.3% | -165.7% | -47.1% |
| All | +32.6% | +197.0% | -164.4% | -47.1% |
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