+2,037.8%
STM vs CAKE
+4,509.6%
-2,471.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.3% |
| 7D | +12.0% | +2.5% | +9.5% | +11.2% |
| 30D | -0.4% | -3.1% | +2.7% | +0.4% |
| 3M | -13.2% | -2.2% | -11.0% | -13.2% |
| 6M | -26.1% | +94.1% | -120.1% | -41.4% |
| YTD | +81.2% | +119.4% | -38.3% | +37.1% |
| 1Y | +98.3% | +141.4% | -43.1% | +45.4% |
| 3Y | +16.7% | +273.6% | -256.8% | -26.9% |
| 5Y | -4.8% | +177.7% | -182.5% | -36.5% |
| 10Y | +468.8% | +131.9% | +336.9% | +238.0% |
| All | +2,037.8% | +4,509.6% | -2,471.8% | +439.6% |
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