+213.6%
RF vs CAKE
+131.7%
+81.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.2% |
| 7D | +1.9% | +2.5% | -0.5% | +1.0% |
| 30D | +7.3% | -3.1% | +10.4% | +8.3% |
| 3M | -7.9% | -2.2% | -5.7% | -8.0% |
| 6M | +10.5% | +94.1% | -83.5% | -16.5% |
| YTD | +9.6% | +119.4% | -109.8% | -21.6% |
| 1Y | +20.3% | +141.4% | -121.1% | -17.3% |
| 3Y | +119.5% | +273.6% | -154.0% | +23.2% |
| 5Y | +48.2% | +177.7% | -129.5% | -11.2% |
| All | +213.6% | +131.7% | +81.9% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling