+755.0%
SW vs CAKE
+707.2%
+47.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.1% | -4.0% | -1.1% | -4.7% |
| 30D | -4.6% | +2.4% | -7.0% | -4.9% |
| 3M | +9.4% | +69.0% | -59.6% | +3.7% |
| 6M | +3.5% | +69.3% | -65.8% | -2.0% |
| YTD | +22.0% | +115.8% | -93.7% | +12.9% |
| 1Y | +2.2% | +79.3% | -77.1% | -3.9% |
| 3Y | +19.6% | +262.0% | -242.4% | +6.8% |
| 5Y | -2.3% | +165.7% | -168.0% | -12.3% |
| 10Y | +181.4% | +158.9% | +22.5% | +145.8% |
| All | +755.0% | +707.2% | +47.8% | +756.1% |
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