-35.1%
TLT vs CAKE
+152.3%
-187.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.4% |
| 30D | -1.3% | -10.5% | +9.2% | -1.1% |
| 3M | -3.7% | +43.6% | -47.4% | -4.8% |
| 6M | -6.4% | +63.0% | -69.4% | -7.8% |
| YTD | -4.5% | +102.9% | -107.4% | -6.5% |
| 1Y | -5.9% | +75.6% | -81.5% | -7.5% |
| 3Y | -2.8% | +257.7% | -260.5% | -6.8% |
| 5Y | -35.1% | +156.0% | -191.1% | -38.4% |
| All | -35.1% | +152.3% | -187.4% | -38.4% |
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