-31.8%
SIMO vs CAKE
-7.3%
-24.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.0% |
| 7D | +4.1% | +2.5% | +1.6% | +3.9% |
| 30D | -24.0% | -3.1% | -20.9% | -23.2% |
| 3M | -31.8% | -2.2% | -29.6% | -28.3% |
| All | -31.8% | -7.3% | -24.5% | -28.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling