-19.5%
SAP vs CAKE
+76.8%
-96.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | -4.0% | +1.1% | -2.6% |
| 30D | +9.0% | +2.4% | +6.6% | +8.2% |
| 3M | +14.9% | +69.0% | -54.0% | +9.1% |
| 6M | +11.9% | +69.3% | -57.4% | +5.6% |
| YTD | -9.9% | +115.8% | -125.7% | -17.7% |
| 1Y | -19.5% | +79.3% | -98.9% | -21.7% |
| All | -19.5% | +76.8% | -96.3% | -21.7% |
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 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