-62.8%
W vs CAKE
+152.3%
-215.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -0.7% |
| 7D | +0.5% | -5.6% | +6.1% | +5.4% |
| 30D | -5.6% | -10.5% | +5.0% | +2.5% |
| 3M | +41.9% | +43.6% | -1.7% | -1.0% |
| 6M | +30.2% | +63.0% | -32.8% | -20.5% |
| YTD | -2.9% | +102.9% | -105.8% | -52.1% |
| 1Y | +11.6% | +75.6% | -64.1% | -38.1% |
| 3Y | +37.0% | +257.7% | -220.8% | -62.5% |
| 5Y | -62.8% | +156.0% | -218.8% | -88.3% |
| All | -62.8% | +152.3% | -215.1% | -88.3% |
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