-100.0%
UVXY vs CAKE
+467.5%
-567.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -5.2% |
| 7D | +2.8% | -4.5% | +7.3% | -1.6% |
| 30D | -11.4% | -12.4% | +1.1% | -22.4% |
| 3M | -41.5% | +37.3% | -78.9% | -19.5% |
| 6M | -61.0% | +70.7% | -131.8% | -30.2% |
| YTD | -49.8% | +106.0% | -155.8% | +12.8% |
| 1Y | -66.4% | +79.7% | -146.1% | -33.3% |
| 3Y | -94.8% | +267.8% | -362.5% | -70.1% |
| 5Y | -99.7% | +159.9% | -259.6% | -98.4% |
| 10Y | -100.0% | +154.3% | -254.3% | -100.0% |
| All | -100.0% | +467.5% | -567.5% | -100.0% |
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