+5,319.3%
SPG vs CAKE
+3,342.5%
+1,976.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -4.9% | +0.4% | -5.4% | -5.4% |
| 3M | +3.3% | +59.9% | -56.6% | -11.5% |
| 6M | +11.2% | +75.1% | -63.9% | -7.8% |
| YTD | +17.1% | +115.0% | -98.0% | -9.3% |
| 1Y | +21.6% | +81.6% | -60.0% | -1.1% |
| 3Y | +111.9% | +279.1% | -167.2% | +33.1% |
| 5Y | +106.9% | +170.6% | -63.7% | +38.5% |
| 10Y | +62.2% | +160.3% | -98.1% | +0.5% |
| All | +5,319.3% | +3,342.5% | +1,976.8% | +2,071.9% |
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 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