-18.3%
RUN vs CAKE
+123.1%
-141.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.2% |
| 7D | -1.8% | -4.6% | +2.8% | +0.1% |
| 30D | -10.8% | -6.6% | -4.3% | -8.7% |
| 3M | -30.2% | +52.9% | -83.1% | -42.3% |
| 6M | -22.3% | +65.7% | -88.1% | -38.4% |
| YTD | -52.2% | +107.8% | -160.0% | -65.5% |
| 1Y | -45.1% | +78.5% | -123.6% | -58.0% |
| 3Y | -37.1% | +266.4% | -303.5% | -64.9% |
| 5Y | -80.3% | +159.6% | -239.9% | -87.8% |
| 10Y | +45.2% | +156.6% | -111.4% | -31.5% |
| All | -18.3% | +123.1% | -141.4% | -50.7% |
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 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