+338.0%
RF vs CAKE
+155.4%
+182.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | -1.0% | -4.5% | +3.6% | +0.8% |
| 30D | -3.7% | -12.4% | +8.8% | +1.1% |
| 3M | +5.3% | +37.3% | -32.0% | -8.0% |
| 6M | +17.2% | +70.7% | -53.5% | -6.7% |
| YTD | +14.5% | +106.0% | -91.5% | -15.7% |
| 1Y | +15.9% | +79.7% | -63.7% | -10.3% |
| 3Y | +91.2% | +267.8% | -176.6% | +8.2% |
| 5Y | +90.0% | +159.9% | -69.9% | +16.7% |
| All | +338.0% | +155.4% | +182.6% | +115.5% |
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 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