-16.5%
ABT vs CAKE
+76.8%
-93.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.7% | -4.0% | +0.3% | -3.1% |
| 30D | +2.5% | +2.4% | 0.0% | +2.1% |
| 3M | +20.2% | +69.0% | -48.8% | +12.0% |
| 6M | -2.9% | +69.3% | -72.2% | -9.9% |
| YTD | -11.9% | +115.8% | -127.7% | -20.5% |
| 1Y | -16.5% | +79.3% | -95.9% | -28.2% |
| All | -16.5% | +76.8% | -93.3% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling