+17.6%
ABNB vs CAKE
+211.5%
-193.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -6.5% | -4.5% | -1.9% | -4.6% |
| 30D | -5.5% | -12.4% | +6.9% | -0.4% |
| 3M | +30.0% | +37.3% | -7.3% | +12.2% |
| 6M | +27.6% | +70.7% | -43.1% | -0.6% |
| YTD | +25.4% | +106.0% | -80.6% | -10.7% |
| 1Y | +38.3% | +79.7% | -41.3% | +4.0% |
| 3Y | +15.5% | +267.8% | -252.3% | -40.4% |
| 5Y | +3.0% | +159.9% | -156.9% | -41.7% |
| All | +17.6% | +211.5% | -193.9% | -35.6% |
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