-21.4%
ABT vs CAKE
+78.0%
-99.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -5.9% | -4.5% | -1.4% | -5.2% |
| 30D | -8.1% | -12.4% | +4.4% | -6.3% |
| 3M | +14.5% | +37.3% | -22.8% | +9.6% |
| 6M | -6.3% | +70.7% | -77.0% | -13.1% |
| YTD | -17.1% | +106.0% | -123.1% | -24.8% |
| 1Y | -21.4% | +79.7% | -101.0% | -30.9% |
| All | -21.4% | +78.0% | -99.4% | -30.9% |
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