+846.2%
THC vs CAKE
+4,088.6%
-3,242.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | +1.0% | +2.5% | -1.5% | +0.3% |
| 30D | +5.3% | -3.1% | +8.4% | +6.1% |
| 3M | +7.1% | -2.2% | +9.3% | +7.3% |
| 6M | +46.0% | +94.1% | -48.0% | +21.1% |
| YTD | +43.9% | +119.4% | -75.5% | +15.0% |
| 1Y | +45.4% | +141.4% | -95.9% | +13.1% |
| 3Y | +421.3% | +273.6% | +147.7% | +251.6% |
| 5Y | +261.5% | +177.7% | +83.8% | +157.2% |
| 10Y | +1,865.8% | +131.9% | +1,734.0% | +1,242.1% |
| All | +846.2% | +4,088.6% | -3,242.3% | +278.6% |
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