-28.4%
QS vs CAKE
+76.8%
-105.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.3% | -4.0% | +1.7% | -1.6% |
| 30D | -0.7% | +2.4% | -3.2% | -1.2% |
| 3M | -39.6% | +69.0% | -108.6% | -46.4% |
| 6M | -21.7% | +69.3% | -91.0% | -30.7% |
| YTD | -47.4% | +115.8% | -163.2% | -58.4% |
| 1Y | -28.4% | +79.3% | -107.7% | -40.9% |
| All | -28.4% | +76.8% | -105.1% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling