+45.4%
SMR vs CAKE
+261.6%
-216.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.5% | -17.2% | -16.6% |
| 7D | -11.2% | -4.5% | -6.7% | -8.8% |
| 30D | -10.2% | -12.4% | +2.2% | -3.5% |
| 3M | -10.0% | +37.3% | -47.4% | -30.2% |
| 6M | -30.5% | +70.7% | -101.2% | -54.5% |
| YTD | -39.2% | +106.0% | -145.2% | -65.9% |
| 1Y | -75.5% | +79.7% | -155.2% | -85.0% |
| 3Y | +45.4% | +267.8% | -222.3% | -50.3% |
| All | +45.4% | +261.6% | -216.2% | -50.3% |
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 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