-53.2%
S vs CAKE
+131.7%
-184.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -7.7% | -4.0% | -3.7% | -6.1% |
| 30D | -5.3% | +2.4% | -7.8% | -7.1% |
| 3M | +20.3% | +69.0% | -48.7% | -7.3% |
| 6M | +47.4% | +69.3% | -21.9% | +12.2% |
| YTD | +32.5% | +115.8% | -83.2% | -12.0% |
| 1Y | +9.5% | +79.3% | -69.8% | -20.4% |
| 3Y | +15.5% | +262.0% | -246.5% | -44.5% |
| 5Y | -71.2% | +165.7% | -236.9% | -85.9% |
| All | -53.2% | +131.7% | -184.9% | -77.7% |
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