+29.8%
SNOW vs CAKE
+266.8%
-237.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.2% |
| 7D | -7.5% | -5.6% | -1.9% | -5.9% |
| 30D | -1.3% | -10.5% | +9.2% | +1.7% |
| 3M | +37.4% | +43.6% | -6.2% | +21.4% |
| 6M | +88.1% | +63.0% | +25.0% | +58.2% |
| YTD | +50.3% | +102.9% | -52.6% | +16.1% |
| 1Y | +46.0% | +75.6% | -29.6% | +18.0% |
| 3Y | +98.7% | +257.7% | -159.0% | +20.6% |
| 5Y | +3.5% | +156.0% | -152.5% | -35.4% |
| All | +29.8% | +266.8% | -237.0% | -15.3% |
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 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