+7,716.4%
TPR vs CAKE
+656.6%
+7,059.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.3% | -4.0% | +1.7% | -0.3% |
| 30D | -23.0% | +2.4% | -25.4% | -23.9% |
| 3M | -12.5% | +69.0% | -81.4% | -33.5% |
| 6M | -21.4% | +69.3% | -90.7% | -40.8% |
| YTD | -3.5% | +115.8% | -119.3% | -36.0% |
| 1Y | +17.4% | +79.3% | -62.0% | -15.0% |
| 3Y | +291.3% | +262.0% | +29.2% | +91.8% |
| 5Y | +241.9% | +165.7% | +76.2% | +87.2% |
| 10Y | +322.7% | +158.9% | +163.8% | +94.7% |
| All | +7,716.4% | +656.6% | +7,059.9% | +1,366.1% |
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