-15.1%
SMR vs CAKE
+63.9%
-79.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.2% |
| 7D | +4.7% | -5.6% | +10.3% | +5.5% |
| 30D | +3.2% | -10.5% | +13.8% | +4.1% |
| 3M | +9.9% | +43.6% | -33.7% | -6.7% |
| 6M | -15.1% | +63.0% | -78.2% | -33.8% |
| All | -15.1% | +63.9% | -79.1% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling