-75.0%
QS vs CAKE
+157.8%
-232.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | -3.6% | -4.5% | +0.9% | -0.8% |
| 30D | -17.2% | -12.4% | -4.8% | -10.4% |
| 3M | -27.0% | +37.3% | -64.3% | -41.7% |
| 6M | -24.6% | +70.7% | -95.3% | -49.0% |
| YTD | -49.3% | +106.0% | -155.3% | -70.3% |
| 1Y | -40.3% | +79.7% | -120.0% | -61.8% |
| 3Y | -23.8% | +267.8% | -291.6% | -72.9% |
| All | -75.0% | +157.8% | -232.8% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling