-49.4%
VG vs CAKE
+121.2%
-170.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -7.7% | -1.0% | -6.7% | -7.6% |
| 30D | -8.8% | +0.6% | -9.4% | -9.3% |
| 3M | -15.6% | -1.6% | -14.0% | -15.9% |
| 6M | +5.2% | +78.3% | -73.1% | -11.5% |
| YTD | +76.9% | +118.8% | -41.9% | +25.9% |
| 1Y | +42.5% | +140.3% | -97.8% | -6.3% |
| All | -49.4% | +121.2% | -170.5% | -67.1% |
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