-48.8%
SE vs CAKE
+147.7%
-196.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +3.6% |
| 7D | +6.7% | +9.1% | -2.5% | +5.0% |
| 30D | -17.2% | +5.8% | -23.0% | -18.0% |
| 3M | -28.0% | +9.3% | -37.4% | -29.0% |
| 6M | -6.1% | +96.1% | -102.2% | -11.0% |
| YTD | -37.1% | +131.4% | -168.6% | -42.3% |
| 1Y | -48.8% | +146.1% | -194.8% | -53.3% |
| All | -48.8% | +147.7% | -196.4% | -53.3% |
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