+3,492.7%
ABT vs CAKE
+3,866.7%
-373.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | -4.7% | -4.6% | -0.2% | -4.2% |
| 30D | -3.1% | -6.6% | +3.4% | -2.4% |
| 3M | +16.1% | +52.9% | -36.8% | +10.0% |
| 6M | -5.3% | +65.7% | -71.1% | -11.3% |
| YTD | -14.4% | +107.8% | -122.3% | -22.2% |
| 1Y | -18.4% | +78.5% | -96.9% | -24.5% |
| 3Y | +11.2% | +266.4% | -255.2% | -7.2% |
| 5Y | -9.4% | +159.6% | -169.0% | -22.8% |
| 10Y | +209.7% | +156.6% | +53.1% | +144.6% |
| All | +3,492.7% | +3,866.7% | -373.9% | +1,800.3% |
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