+11,810.2%
SPGI vs CAKE
+4,004.5%
+7,805.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +5.4% | +0.4% | +5.0% | +5.1% |
| 3M | +9.0% | +59.9% | -50.9% | -0.9% |
| 6M | +0.8% | +75.1% | -74.3% | -10.2% |
| YTD | -12.6% | +115.0% | -127.6% | -25.2% |
| 1Y | -16.1% | +81.6% | -97.7% | -26.1% |
| 3Y | +19.0% | +279.1% | -260.1% | -10.8% |
| 5Y | +5.1% | +170.6% | -165.6% | -18.4% |
| 10Y | +295.5% | +160.3% | +135.2% | +175.9% |
| All | +11,810.2% | +4,004.5% | +7,805.7% | +5,563.0% |
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 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