+52.0%
SNOW vs CAKE
+76.8%
-24.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +2.8% | -4.0% | +6.8% | +2.6% |
| 30D | +6.4% | +2.4% | +4.0% | +6.4% |
| 3M | +38.1% | +69.0% | -30.9% | +44.7% |
| 6M | +100.4% | +69.3% | +31.1% | +110.3% |
| YTD | +53.7% | +115.8% | -62.1% | +62.3% |
| 1Y | +52.0% | +79.3% | -27.4% | +74.9% |
| All | +52.0% | +76.8% | -24.8% | +74.9% |
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