+475.9%
SITM vs CAKE
+261.6%
+214.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +3.9% | -4.5% | +8.4% | +5.9% |
| 30D | -6.6% | -12.4% | +5.8% | -1.6% |
| 3M | -11.9% | +37.3% | -49.2% | -25.6% |
| 6M | +81.1% | +70.7% | +10.4% | +35.7% |
| YTD | +80.0% | +106.0% | -26.0% | +21.1% |
| 1Y | +145.8% | +79.7% | +66.2% | +77.1% |
| 3Y | +475.9% | +267.8% | +208.1% | +156.5% |
| All | +475.9% | +261.6% | +214.3% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling