-81.4%
RUN vs CAKE
+157.8%
-239.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.7% |
| 7D | -3.7% | -4.5% | +0.8% | -1.2% |
| 30D | -13.0% | -12.4% | -0.6% | -6.7% |
| 3M | -31.8% | +37.3% | -69.1% | -44.6% |
| 6M | -32.2% | +70.7% | -102.9% | -52.3% |
| YTD | -53.5% | +106.0% | -159.5% | -71.0% |
| 1Y | -46.5% | +79.7% | -126.2% | -63.9% |
| 3Y | -37.6% | +267.8% | -305.4% | -75.5% |
| All | -81.4% | +157.8% | -239.2% | -92.2% |
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 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