+24.7%
Z vs CAKE
+134.8%
-110.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.0% | -4.0% | +1.0% | -1.7% |
| 30D | -4.2% | +2.4% | -6.6% | -5.4% |
| 3M | -3.7% | +69.0% | -72.7% | -19.9% |
| 6M | -24.5% | +69.3% | -93.8% | -37.6% |
| YTD | -49.3% | +115.8% | -165.1% | -61.6% |
| 1Y | -58.7% | +79.3% | -138.0% | -66.8% |
| 3Y | -34.1% | +262.0% | -296.2% | -59.0% |
| 5Y | -64.5% | +165.7% | -230.2% | -76.4% |
| 10Y | -0.5% | +158.9% | -159.4% | -49.5% |
| All | +24.7% | +134.8% | -110.1% | -39.7% |
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