-18.7%
SAP vs CAKE
+78.0%
-96.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -4.1% | -4.5% | +0.5% | -3.7% |
| 30D | +1.1% | -12.4% | +13.5% | +2.2% |
| 3M | +26.1% | +37.3% | -11.2% | +21.9% |
| 6M | +9.8% | +70.7% | -60.9% | +3.9% |
| YTD | -13.6% | +106.0% | -119.6% | -20.5% |
| 1Y | -18.7% | +79.7% | -98.3% | -22.7% |
| All | -18.7% | +78.0% | -96.7% | -22.7% |
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