+7.5%
SMR vs CAKE
+174.8%
-167.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | 0.0% | -1.9% |
| 7D | +13.1% | -4.6% | +17.6% | +15.2% |
| 30D | +17.8% | -6.6% | +24.3% | +20.4% |
| 3M | +8.1% | +52.9% | -44.8% | -12.4% |
| 6M | -11.1% | +65.7% | -76.9% | -30.8% |
| YTD | -23.7% | +107.8% | -131.5% | -46.5% |
| 1Y | -69.4% | +78.5% | -147.9% | -77.2% |
| 3Y | +82.6% | +266.4% | -183.8% | +7.0% |
| All | +7.5% | +174.8% | -167.4% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling