+45.5%
SRE vs CAKE
+157.8%
-112.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.8% | -4.5% | +3.7% | -0.4% |
| 30D | -3.0% | -12.4% | +9.4% | -1.8% |
| 3M | -8.3% | +37.3% | -45.6% | -11.6% |
| 6M | -8.9% | +70.7% | -79.6% | -14.4% |
| YTD | -4.3% | +106.0% | -110.3% | -12.3% |
| 1Y | +2.7% | +79.7% | -76.9% | -4.4% |
| 3Y | +28.7% | +267.8% | -239.1% | +9.7% |
| All | +45.5% | +157.8% | -112.3% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling