-22.2%
ON vs CAKE
+261.6%
-283.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.0% |
| 7D | +2.4% | -4.5% | +6.9% | +3.9% |
| 30D | -8.6% | -12.4% | +3.8% | -4.8% |
| 3M | -34.3% | +37.3% | -71.7% | -42.8% |
| 6M | +28.5% | +70.7% | -42.2% | +0.6% |
| YTD | +40.6% | +106.0% | -65.4% | -0.2% |
| 1Y | +55.3% | +79.7% | -24.3% | +17.3% |
| 3Y | -22.2% | +267.8% | -290.0% | -54.5% |
| All | -22.2% | +261.6% | -283.8% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling