+169.5%
PR vs CAKE
+164.7%
+4.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +2.9% | -4.0% | +6.9% | +4.2% |
| 30D | +18.0% | +2.4% | +15.6% | +16.7% |
| 3M | +16.9% | +69.0% | -52.1% | -2.8% |
| 6M | +28.2% | +69.3% | -41.1% | +5.5% |
| YTD | +69.3% | +115.8% | -46.4% | +27.5% |
| 1Y | +69.5% | +79.3% | -9.8% | +35.2% |
| 3Y | +81.7% | +262.0% | -180.3% | +8.9% |
| 5Y | +422.2% | +165.7% | +256.6% | +231.4% |
| 10Y | +110.4% | +158.9% | -48.5% | +38.8% |
| All | +169.5% | +164.7% | +4.8% | +77.5% |
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 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