-0.2%
VRSK vs CAKE
+135.2%
-135.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.1% | +10.9% | +7.0% |
| 7D | +10.9% | -2.1% | +13.0% | +10.9% |
| 30D | +28.0% | +2.3% | +25.7% | +27.7% |
| 3M | +12.3% | +5.4% | +6.9% | +11.6% |
| 6M | +17.8% | +82.5% | -64.7% | +13.2% |
| YTD | -4.7% | +122.0% | -126.8% | -9.0% |
| 1Y | -0.2% | +133.9% | -134.1% | -5.7% |
| All | -0.2% | +135.2% | -135.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling