-33.6%
Z vs CAKE
+73.0%
-106.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -1.8% |
| 7D | -4.6% | -5.2% | +0.7% | -3.5% |
| 30D | +8.3% | -0.2% | +8.5% | +9.3% |
| 3M | -11.6% | -0.2% | -11.4% | -11.7% |
| 6M | -33.6% | +77.5% | -111.1% | -31.9% |
| All | -33.6% | +73.0% | -106.6% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling