+47.2%
XYZ vs CAKE
+264.8%
-217.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.6% |
| 7D | -3.7% | -4.6% | +0.9% | -1.8% |
| 30D | +0.5% | -6.6% | +7.1% | +3.0% |
| 3M | +16.3% | +52.9% | -36.6% | -6.9% |
| 6M | +21.1% | +65.7% | -44.6% | -7.4% |
| YTD | +22.0% | +107.8% | -85.8% | -17.7% |
| 1Y | +5.2% | +78.5% | -73.3% | -23.3% |
| All | +47.2% | +264.8% | -217.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling