+31.2%
TGT vs CAKE
+63.9%
-32.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.6% |
| 7D | -5.0% | -5.6% | +0.6% | -3.9% |
| 30D | +3.0% | -10.5% | +13.6% | +5.2% |
| 3M | +22.6% | +43.6% | -21.0% | +14.7% |
| 6M | +31.2% | +63.0% | -31.8% | +21.2% |
| All | +31.2% | +63.9% | -32.7% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling