+12.3%
TPR vs CAKE
+78.0%
-65.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.7% | +1.8% |
| 7D | -3.0% | -4.5% | +1.5% | -1.5% |
| 30D | -22.6% | -12.4% | -10.2% | -19.1% |
| 3M | -18.2% | +37.3% | -55.5% | -25.4% |
| 6M | -18.0% | +70.7% | -88.7% | -31.5% |
| YTD | -6.4% | +106.0% | -112.4% | -27.5% |
| 1Y | +12.3% | +79.7% | -67.4% | -10.3% |
| All | +12.3% | +78.0% | -65.7% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling