-40.7%
PAAS vs CAKE
+81.3%
-122.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.8% |
| 7D | -8.9% | +2.5% | -11.4% | -9.0% |
| 30D | -11.4% | -3.1% | -8.4% | -11.2% |
| 3M | -20.4% | -2.2% | -18.2% | -20.3% |
| 6M | -40.7% | +94.1% | -134.8% | -42.1% |
| All | -40.7% | +81.3% | -122.0% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling