-73.1%
SMR vs CAKE
+76.8%
-149.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.4% | -4.0% | +8.4% | +5.4% |
| 30D | +3.4% | +2.4% | +1.0% | +1.8% |
| 3M | -19.2% | +69.0% | -88.1% | -35.8% |
| 6M | -22.6% | +69.3% | -91.9% | -39.4% |
| YTD | -31.5% | +115.8% | -147.3% | -51.7% |
| 1Y | -73.1% | +79.3% | -152.4% | -81.7% |
| All | -73.1% | +76.8% | -149.8% | -81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling