+152.2%
PR vs CAKE
+168.4%
-16.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -9.5% | -1.0% | -8.5% | -9.4% |
| 30D | -5.7% | +0.6% | -6.3% | -6.3% |
| 3M | +3.0% | -1.6% | +4.6% | +2.2% |
| 6M | +11.8% | +78.3% | -66.5% | -9.7% |
| YTD | +58.5% | +118.8% | -60.3% | +17.7% |
| 1Y | +69.9% | +140.3% | -70.4% | +21.8% |
| 3Y | +84.9% | +280.3% | -195.4% | +8.4% |
| 5Y | +246.4% | +171.9% | +74.5% | +117.1% |
| 10Y | +70.3% | +135.1% | -64.8% | +11.7% |
| All | +152.2% | +168.4% | -16.2% | +64.0% |
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