+131.2%
TLT vs CAKE
+478.3%
-347.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.3% |
| 30D | -0.3% | +0.4% | -0.7% | -0.2% |
| 3M | -1.7% | +59.9% | -61.7% | +1.5% |
| 6M | -4.9% | +75.1% | -80.0% | -1.1% |
| YTD | -2.8% | +115.0% | -117.8% | +2.6% |
| 1Y | -4.2% | +81.6% | -85.8% | +0.1% |
| 3Y | -1.1% | +279.1% | -280.2% | +9.8% |
| 5Y | -33.7% | +170.6% | -204.4% | -27.5% |
| 10Y | -20.7% | +160.3% | -181.0% | -7.0% |
| All | +131.2% | +478.3% | -347.1% | +211.4% |
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 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