+4,820.0%
TRMB vs CAKE
+3,866.7%
+953.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.4% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | -1.8% | -6.6% | +4.8% | -0.2% |
| 3M | +8.4% | +52.9% | -44.5% | -4.4% |
| 6M | -18.5% | +65.7% | -84.3% | -30.0% |
| YTD | -26.7% | +107.8% | -134.5% | -41.1% |
| 1Y | -28.3% | +78.5% | -106.8% | -40.1% |
| 3Y | +12.6% | +266.4% | -253.8% | -24.0% |
| 5Y | -38.7% | +159.6% | -198.3% | -56.0% |
| 10Y | +120.8% | +156.6% | -35.8% | +39.7% |
| All | +4,820.0% | +3,866.7% | +953.3% | +1,874.0% |
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