-45.9%
RUN vs CAKE
+76.8%
-122.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.3% | -4.0% | +5.3% | +2.4% |
| 30D | -15.3% | +2.4% | -17.7% | -16.3% |
| 3M | -40.0% | +69.0% | -109.0% | -51.5% |
| 6M | -27.0% | +69.3% | -96.2% | -41.2% |
| YTD | -51.7% | +115.8% | -167.5% | -65.7% |
| 1Y | -45.9% | +79.3% | -125.2% | -59.1% |
| All | -45.9% | +76.8% | -122.7% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling