-66.9%
SE vs CAKE
+152.3%
-219.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | +0.1% |
| 7D | -4.8% | -5.6% | +0.8% | -2.2% |
| 30D | -18.1% | -10.5% | -7.6% | -14.2% |
| 3M | +30.6% | +43.6% | -13.0% | +9.3% |
| 6M | +20.8% | +63.0% | -42.3% | -5.9% |
| YTD | -15.6% | +102.9% | -118.5% | -41.7% |
| 1Y | -44.2% | +75.6% | -119.8% | -58.9% |
| 3Y | +181.5% | +257.7% | -76.2% | +28.0% |
| 5Y | -66.9% | +156.0% | -222.9% | -83.8% |
| All | -66.9% | +152.3% | -219.2% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling