-30.6%
VRSK vs CAKE
+76.8%
-107.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -3.1% | -4.0% | +0.9% | -2.8% |
| 30D | -1.6% | +2.4% | -4.0% | -2.1% |
| 3M | +3.5% | +69.0% | -65.5% | -4.0% |
| 6M | -13.4% | +69.3% | -82.6% | -19.7% |
| YTD | -16.5% | +115.8% | -132.3% | -27.0% |
| 1Y | -30.6% | +79.3% | -109.9% | -34.7% |
| All | -30.6% | +76.8% | -107.3% | -34.7% |
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