-66.5%
U vs CAKE
+157.8%
-224.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.5% |
| 7D | +5.5% | -4.5% | +10.1% | +8.8% |
| 30D | -1.3% | -12.4% | +11.2% | +7.3% |
| 3M | +64.6% | +37.3% | +27.2% | +29.0% |
| 6M | +119.4% | +70.7% | +48.6% | +43.7% |
| YTD | -0.5% | +106.0% | -106.5% | -44.6% |
| 1Y | +1.3% | +79.7% | -78.4% | -38.0% |
| 3Y | +15.6% | +267.8% | -252.2% | -64.2% |
| All | -66.5% | +157.8% | -224.3% | -87.3% |
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 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