+3.3%
SNOW vs CAKE
+157.8%
-154.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -2.4% | -4.5% | +2.1% | -0.5% |
| 30D | -1.0% | -12.4% | +11.5% | +4.3% |
| 3M | +36.9% | +37.3% | -0.5% | +17.3% |
| 6M | +83.4% | +70.7% | +12.6% | +40.6% |
| YTD | +50.0% | +106.0% | -56.0% | +3.1% |
| 1Y | +46.5% | +79.7% | -33.1% | +7.0% |
| 3Y | +93.3% | +267.8% | -174.4% | -12.1% |
| All | +3.3% | +157.8% | -154.5% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling