-10.3%
QLD vs CAKE
+74.4%
-84.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.5% |
| 7D | +12.5% | -3.8% | +16.3% | +12.6% |
| 30D | -15.7% | -5.2% | -10.5% | -15.3% |
| 3M | -11.9% | -9.2% | -2.7% | -12.6% |
| 6M | -10.3% | +76.6% | -86.9% | -3.5% |
| All | -10.3% | +74.4% | -84.7% | -3.5% |
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 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