+1,129.0%
ABBV vs CAKE
+304.3%
+824.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.2% |
| 7D | -4.1% | -4.6% | +0.4% | -3.7% |
| 30D | +1.2% | -6.6% | +7.8% | +1.8% |
| 3M | +12.1% | +52.9% | -40.8% | +6.8% |
| 6M | +12.0% | +65.7% | -53.7% | +5.6% |
| YTD | +12.4% | +107.8% | -95.4% | +3.2% |
| 1Y | +22.9% | +78.5% | -55.5% | +14.6% |
| 3Y | +86.8% | +266.4% | -179.6% | +58.5% |
| 5Y | +181.0% | +159.6% | +21.4% | +142.6% |
| 10Y | +497.0% | +156.6% | +340.4% | +365.3% |
| All | +1,129.0% | +304.3% | +824.7% | +806.0% |
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