+533.2%
XYZ vs CAKE
+190.1%
+343.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -4.0% | +3.0% | +0.7% |
| 30D | -1.7% | +2.4% | -4.1% | -3.2% |
| 3M | +16.7% | +69.0% | -52.2% | -7.4% |
| 6M | +26.9% | +69.3% | -42.4% | +0.3% |
| YTD | +27.1% | +115.8% | -88.6% | -9.5% |
| 1Y | +9.3% | +79.3% | -70.1% | -16.4% |
| 3Y | +42.3% | +262.0% | -219.8% | -19.7% |
| 5Y | -69.3% | +165.7% | -235.0% | -80.8% |
| 10Y | +586.8% | +158.9% | +427.9% | +247.7% |
| All | +533.2% | +190.1% | +343.1% | +219.7% |
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 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