-49.3%
TE vs CAKE
+157.8%
-207.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | -0.1% |
| 7D | +0.2% | -4.5% | +4.8% | +2.6% |
| 30D | -5.9% | -12.4% | +6.5% | 0.0% |
| 3M | -45.6% | +37.3% | -82.9% | -55.6% |
| 6M | -43.4% | +70.7% | -114.1% | -59.3% |
| YTD | -31.0% | +106.0% | -137.0% | -55.8% |
| 1Y | +145.2% | +79.7% | +65.6% | +68.7% |
| 3Y | -24.1% | +267.8% | -291.8% | -65.3% |
| All | -49.3% | +157.8% | -207.1% | -75.3% |
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