+559.0%
SPYG vs CAKE
+601.4%
-42.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | -1.5% | -12.4% | +10.9% | +1.5% |
| 3M | +3.7% | +37.3% | -33.6% | -4.9% |
| 6M | +16.4% | +70.7% | -54.3% | +0.6% |
| YTD | +13.3% | +106.0% | -92.6% | -6.9% |
| 1Y | +17.9% | +79.7% | -61.8% | -0.2% |
| 3Y | +98.3% | +267.8% | -169.4% | +36.9% |
| 5Y | +86.4% | +159.9% | -73.5% | +35.3% |
| 10Y | +421.9% | +154.3% | +267.6% | +226.1% |
| All | +559.0% | +601.4% | -42.4% | +135.8% |
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