-18.5%
Z vs CAKE
+125.5%
-144.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.2% |
| 7D | -4.9% | -3.8% | -1.1% | -3.7% |
| 30D | +3.0% | -5.2% | +8.2% | +5.1% |
| 3M | -13.4% | -9.2% | -4.2% | -10.9% |
| 6M | -27.3% | +76.6% | -104.0% | -40.5% |
| YTD | -57.8% | +113.6% | -171.4% | -67.9% |
| 1Y | -60.0% | +134.3% | -194.3% | -70.6% |
| 3Y | -21.5% | +271.2% | -292.7% | -51.3% |
| 5Y | -55.0% | +170.3% | -225.2% | -70.0% |
| All | -18.5% | +125.5% | -144.0% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling