-53.4%
TE vs CAKE
+190.5%
-243.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -6.2% |
| 7D | +0.9% | -5.6% | +6.5% | +2.2% |
| 30D | -16.3% | -10.5% | -5.7% | -14.4% |
| 3M | -40.8% | +43.6% | -84.4% | -46.2% |
| 6M | -42.6% | +63.0% | -105.7% | -49.5% |
| YTD | -31.4% | +102.9% | -134.3% | -42.8% |
| 1Y | +144.9% | +75.6% | +69.3% | +110.7% |
| 3Y | -26.0% | +257.7% | -283.7% | -44.1% |
| 5Y | -48.5% | +156.0% | -204.5% | -60.7% |
| All | -53.4% | +190.5% | -243.9% | -64.0% |
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