-41.9%
SWKS vs CAKE
+174.8%
-216.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | -0.5% |
| 7D | -2.7% | -1.8% | -1.0% | -2.3% |
| 30D | +8.5% | +2.3% | +6.2% | +7.3% |
| 3M | +17.3% | +3.9% | +13.4% | +13.9% |
| 6M | +25.1% | +81.4% | -56.3% | -3.9% |
| YTD | +33.3% | +122.5% | -89.2% | -6.7% |
| 1Y | +22.9% | +138.1% | -115.2% | -16.6% |
| 3Y | +5.5% | +288.0% | -282.5% | -43.7% |
| 5Y | -41.9% | +174.9% | -216.8% | -67.2% |
| All | -41.9% | +174.8% | -216.7% | -67.2% |
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