+185.2%
SITM vs CAKE
+157.8%
+27.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.7% |
| 7D | +3.9% | -4.5% | +8.4% | +6.5% |
| 30D | -6.6% | -12.4% | +5.8% | 0.0% |
| 3M | -11.9% | +37.3% | -49.2% | -28.8% |
| 6M | +81.1% | +70.7% | +10.4% | +27.2% |
| YTD | +80.0% | +106.0% | -26.0% | +11.5% |
| 1Y | +145.8% | +79.7% | +66.2% | +64.0% |
| 3Y | +475.9% | +267.8% | +208.1% | +128.0% |
| All | +185.2% | +157.8% | +27.4% | +29.8% |
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