+819.0%
SPYM vs CAKE
+294.0%
+525.0%
-54.5%
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% | +0.3% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | -1.4% | -6.6% | +5.2% | -0.1% |
| 3M | +3.7% | +52.9% | -49.2% | -6.2% |
| 6M | +13.0% | +65.7% | -52.7% | 0.0% |
| YTD | +12.5% | +107.8% | -95.3% | -5.7% |
| 1Y | +18.6% | +78.5% | -59.9% | +2.5% |
| 3Y | +78.0% | +266.4% | -188.3% | +28.1% |
| 5Y | +82.3% | +159.6% | -77.3% | +36.9% |
| 10Y | +322.9% | +156.6% | +166.2% | +178.0% |
| All | +819.0% | +294.0% | +525.0% | +322.0% |
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