+707.4%
RF vs CAKE
+4,018.7%
-3,311.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +1.3% | -4.0% | +5.3% | +2.7% |
| 30D | -3.6% | +2.4% | -6.0% | -4.7% |
| 3M | +8.1% | +69.0% | -60.9% | -10.1% |
| 6M | +11.5% | +69.3% | -57.8% | -7.8% |
| YTD | +15.6% | +115.8% | -100.2% | -12.1% |
| 1Y | +15.7% | +79.3% | -63.7% | -6.7% |
| 3Y | +86.9% | +262.0% | -175.1% | +16.8% |
| 5Y | +89.8% | +165.7% | -75.8% | +25.8% |
| 10Y | +344.7% | +158.9% | +185.8% | +164.9% |
| All | +707.4% | +4,018.7% | -3,311.2% | +183.2% |
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