+3,061.7%
SPY vs CAKE
+4,152.9%
-1,091.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.2% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | -1.4% | -6.6% | +5.2% | -0.2% |
| 3M | +3.7% | +52.9% | -49.2% | -5.2% |
| 6M | +13.0% | +65.7% | -52.7% | +1.3% |
| YTD | +12.4% | +107.8% | -95.4% | -3.9% |
| 1Y | +18.5% | +78.5% | -60.0% | +4.1% |
| 3Y | +77.6% | +266.4% | -188.8% | +32.8% |
| 5Y | +81.7% | +159.6% | -77.9% | +41.1% |
| 10Y | +319.7% | +156.6% | +163.0% | +193.1% |
| All | +3,061.7% | +4,152.9% | -1,091.2% | +1,252.3% |
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