+4,789.7%
SITM vs CAKE
+173.6%
+4,616.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.1% |
| 7D | +3.9% | -4.5% | +8.4% | +5.4% |
| 30D | -6.6% | -12.4% | +5.8% | -2.8% |
| 3M | -11.9% | +37.3% | -49.2% | -21.7% |
| 6M | +81.1% | +70.7% | +10.4% | +49.2% |
| YTD | +80.0% | +106.0% | -26.0% | +38.8% |
| 1Y | +145.8% | +79.7% | +66.2% | +97.3% |
| 3Y | +475.9% | +267.8% | +208.1% | +266.5% |
| 5Y | +189.2% | +159.9% | +29.3% | +97.3% |
| All | +4,789.7% | +173.6% | +4,616.1% | +3,747.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling