+3,731.3%
SO vs CAKE
+4,018.7%
-287.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | -4.0% | +3.8% | +0.2% |
| 30D | -4.6% | +2.4% | -7.0% | -4.9% |
| 3M | -3.0% | +69.0% | -72.0% | -7.9% |
| 6M | -8.3% | +69.3% | -77.5% | -13.1% |
| YTD | +3.5% | +115.8% | -112.2% | -4.3% |
| 1Y | -0.9% | +79.3% | -80.3% | -6.9% |
| 3Y | +45.4% | +262.0% | -216.7% | +25.9% |
| 5Y | +59.6% | +165.7% | -106.1% | +39.8% |
| 10Y | +156.6% | +158.9% | -2.3% | +110.5% |
| All | +3,731.3% | +4,018.7% | -287.3% | +2,372.2% |
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