+89.8%
RF vs CAKE
+168.2%
-78.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | +2.7% | -1.1% | +3.7% | +3.0% |
| 30D | -3.4% | +0.4% | -3.8% | -3.8% |
| 3M | +6.4% | +59.9% | -53.6% | -10.7% |
| 6M | +13.4% | +75.1% | -61.7% | -8.3% |
| YTD | +14.2% | +115.0% | -100.8% | -14.5% |
| 1Y | +15.7% | +81.6% | -65.9% | -8.3% |
| 3Y | +91.3% | +279.1% | -187.8% | +14.4% |
| 5Y | +89.8% | +170.6% | -80.9% | +21.1% |
| All | +89.8% | +168.2% | -78.5% | +21.1% |
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