+686.9%
SEI vs CAKE
+108.7%
+578.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.6% |
| 7D | +22.6% | -4.5% | +27.1% | +24.4% |
| 30D | +9.1% | -12.4% | +21.5% | +13.5% |
| 3M | -11.3% | +37.3% | -48.7% | -21.3% |
| 6M | +22.0% | +70.7% | -48.7% | 0.0% |
| YTD | +47.3% | +106.0% | -58.7% | +12.5% |
| 1Y | +124.8% | +79.7% | +45.1% | +78.6% |
| 3Y | +591.3% | +267.8% | +323.5% | +326.2% |
| 5Y | +1,008.2% | +159.9% | +848.3% | +629.9% |
| All | +686.9% | +108.7% | +578.2% | +271.9% |
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