-47.7%
QS vs CAKE
+319.6%
-367.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.4% |
| 7D | -5.0% | -5.6% | +0.7% | -2.1% |
| 30D | -18.3% | -10.5% | -7.8% | -13.8% |
| 3M | -26.0% | +43.6% | -69.6% | -39.6% |
| 6M | -24.0% | +63.0% | -87.1% | -42.9% |
| YTD | -50.3% | +102.9% | -153.2% | -67.0% |
| 1Y | -38.0% | +75.6% | -113.6% | -55.8% |
| 3Y | -24.6% | +257.7% | -282.3% | -64.3% |
| 5Y | -75.4% | +156.0% | -231.4% | -87.1% |
| All | -47.7% | +319.6% | -367.3% | -75.8% |
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