+218.7%
TPR vs CAKE
+163.4%
+55.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -1.7% |
| 7D | -7.3% | -4.6% | -2.7% | -5.2% |
| 30D | -30.7% | -6.6% | -24.2% | -28.4% |
| 3M | -21.6% | +52.9% | -74.5% | -36.6% |
| 6M | -21.3% | +65.7% | -87.1% | -39.3% |
| YTD | -10.2% | +107.8% | -118.0% | -38.3% |
| 1Y | +9.5% | +78.5% | -69.0% | -19.2% |
| 3Y | +280.8% | +266.4% | +14.4% | +87.6% |
| 5Y | +218.7% | +159.6% | +59.1% | +69.5% |
| All | +218.7% | +163.4% | +55.3% | +69.5% |
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