+57.8%
SO vs CAKE
+157.8%
-100.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.1% | -4.5% | +3.5% | -1.0% |
| 30D | -5.0% | -12.4% | +7.4% | -4.8% |
| 3M | -5.8% | +37.3% | -43.1% | -6.5% |
| 6M | -7.9% | +70.7% | -78.7% | -9.2% |
| YTD | +2.4% | +106.0% | -103.6% | +0.3% |
| 1Y | -2.3% | +79.7% | -81.9% | -3.9% |
| 3Y | +41.9% | +267.8% | -225.9% | +34.9% |
| All | +57.8% | +157.8% | -100.0% | +50.0% |
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