-23.8%
QS vs CAKE
+261.6%
-285.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | -3.6% | -4.5% | +0.9% | -1.4% |
| 30D | -17.2% | -12.4% | -4.8% | -12.0% |
| 3M | -27.0% | +37.3% | -64.3% | -38.8% |
| 6M | -24.6% | +70.7% | -95.3% | -44.8% |
| YTD | -49.3% | +106.0% | -155.3% | -67.3% |
| 1Y | -40.3% | +79.7% | -120.0% | -58.4% |
| 3Y | -23.8% | +267.8% | -291.6% | -71.9% |
| All | -23.8% | +261.6% | -285.4% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling