+46.0%
RF vs CAKE
+171.7%
-125.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +6.2% | +0.3% | +5.9% | +5.8% |
| 3M | -7.8% | -1.9% | -6.0% | -8.0% |
| 6M | +5.9% | +77.8% | -71.9% | -15.1% |
| YTD | +9.0% | +118.2% | -109.2% | -19.4% |
| 1Y | +19.3% | +139.7% | -120.4% | -14.9% |
| 3Y | +116.4% | +279.2% | -162.8% | +28.5% |
| 5Y | +46.0% | +171.2% | -125.1% | -5.7% |
| All | +46.0% | +171.7% | -125.7% | -5.7% |
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