+6.5%
Z vs CAKE
+133.0%
-126.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -1.3% |
| 7D | -4.6% | -5.2% | +0.7% | -2.7% |
| 30D | +8.3% | -0.2% | +8.5% | +8.6% |
| 3M | -11.6% | -0.2% | -11.4% | -11.9% |
| 6M | -33.6% | +77.5% | -111.1% | -45.8% |
| YTD | -56.7% | +114.1% | -170.8% | -67.1% |
| 1Y | -59.1% | +131.6% | -190.7% | -69.8% |
| 3Y | -20.4% | +271.4% | -291.8% | -50.7% |
| 5Y | -55.3% | +157.5% | -212.8% | -69.8% |
| 10Y | -14.2% | +153.3% | -167.5% | -56.1% |
| All | +6.5% | +133.0% | -126.5% | -48.3% |
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