+547.1%
XYZ vs CAKE
+195.1%
+352.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.7% |
| 7D | -1.1% | +2.5% | -3.5% | -2.0% |
| 30D | +11.5% | -3.1% | +14.6% | +13.0% |
| 3M | +1.8% | -2.2% | +4.0% | +2.3% |
| 6M | +21.2% | +94.1% | -72.8% | -9.5% |
| YTD | +29.9% | +119.4% | -89.5% | -8.3% |
| 1Y | +35.8% | +141.4% | -105.6% | -8.2% |
| 3Y | +62.6% | +273.6% | -211.0% | -9.4% |
| 5Y | -62.8% | +177.7% | -240.5% | -77.0% |
| 10Y | +612.0% | +131.9% | +480.1% | +269.1% |
| All | +547.1% | +195.1% | +352.1% | +223.9% |
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