+1,131.3%
PSX vs CAKE
+374.8%
+756.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | +27.8% | +0.4% | +27.3% | +27.3% |
| 3M | +42.0% | +59.9% | -17.9% | +23.3% |
| 6M | +58.1% | +75.1% | -17.0% | +32.7% |
| YTD | +105.0% | +115.0% | -10.0% | +61.5% |
| 1Y | +104.9% | +81.6% | +23.3% | +68.8% |
| 3Y | +134.1% | +279.1% | -145.1% | +50.9% |
| 5Y | +363.8% | +170.6% | +193.2% | +213.8% |
| 10Y | +370.1% | +160.3% | +209.8% | +168.3% |
| All | +1,131.3% | +374.8% | +756.6% | +485.9% |
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