+5,248.0%
TGT vs CAKE
+3,772.9%
+1,475.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.6% |
| 7D | -5.0% | -5.6% | +0.6% | -3.7% |
| 30D | +3.0% | -10.5% | +13.6% | +5.7% |
| 3M | +22.6% | +43.6% | -21.0% | +11.9% |
| 6M | +31.2% | +63.0% | -31.8% | +15.7% |
| YTD | +63.7% | +102.9% | -39.2% | +36.7% |
| 1Y | +78.5% | +75.6% | +2.9% | +54.1% |
| 3Y | +40.5% | +257.7% | -217.2% | +1.2% |
| 5Y | -25.6% | +156.0% | -181.6% | -43.8% |
| 10Y | +204.7% | +150.5% | +54.2% | +101.8% |
| All | +5,248.0% | +3,772.9% | +1,475.2% | +1,846.1% |
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