+195.8%
ON vs CAKE
+1,024.8%
-829.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +1.3% |
| 7D | -1.9% | -4.6% | +2.7% | 0.0% |
| 30D | -11.0% | -6.6% | -4.5% | -8.8% |
| 3M | -39.3% | +52.9% | -92.2% | -50.7% |
| 6M | +19.8% | +65.7% | -45.9% | -7.0% |
| YTD | +31.1% | +107.8% | -76.7% | -8.3% |
| 1Y | +46.0% | +78.5% | -32.5% | +8.7% |
| 3Y | -27.5% | +266.4% | -293.9% | -61.5% |
| 5Y | +56.9% | +159.6% | -102.7% | -6.3% |
| 10Y | +591.8% | +156.6% | +435.2% | +233.4% |
| All | +195.8% | +1,024.8% | -829.1% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling