-81.2%
PATH vs CAKE
+116.6%
-197.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.5% |
| 7D | -5.3% | -5.2% | -0.1% | -3.1% |
| 30D | -0.5% | -0.2% | -0.3% | -0.8% |
| 3M | -7.1% | -0.2% | -6.9% | -8.5% |
| 6M | +23.8% | +77.5% | -53.7% | -7.4% |
| YTD | -20.7% | +114.1% | -134.8% | -47.1% |
| 1Y | -8.1% | +131.6% | -139.7% | -41.4% |
| 3Y | -21.8% | +271.4% | -293.2% | -63.5% |
| 5Y | -76.8% | +157.5% | -234.4% | -88.6% |
| All | -81.2% | +116.6% | -197.8% | -90.9% |
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