+73,926.5%
ROST vs CAKE
+3,772.9%
+70,153.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.5% | -5.6% | +3.1% | -1.2% |
| 30D | -10.3% | -10.5% | +0.2% | -8.0% |
| 3M | -2.6% | +43.6% | -46.2% | -11.0% |
| 6M | +6.5% | +63.0% | -56.5% | -5.8% |
| YTD | +25.9% | +102.9% | -77.0% | +5.4% |
| 1Y | +52.3% | +75.6% | -23.3% | +31.7% |
| 3Y | +94.6% | +257.7% | -163.2% | +38.9% |
| 5Y | +111.1% | +156.0% | -44.9% | +58.9% |
| 10Y | +308.9% | +150.5% | +158.3% | +180.9% |
| All | +73,926.5% | +3,772.9% | +70,153.6% | +30,857.2% |
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