+187.4%
ABBV vs CAKE
+157.8%
+29.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +0.3% | -4.5% | +4.8% | +0.4% |
| 30D | +3.4% | -12.4% | +15.8% | +3.9% |
| 3M | +15.2% | +37.3% | -22.1% | +13.5% |
| 6M | +14.7% | +70.7% | -56.0% | +11.9% |
| YTD | +15.2% | +106.0% | -90.8% | +11.3% |
| 1Y | +20.4% | +79.7% | -59.3% | +16.9% |
| 3Y | +91.3% | +267.8% | -176.4% | +81.1% |
| All | +187.4% | +157.8% | +29.6% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling