-5.3%
ADP vs CAKE
+76.8%
-82.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | -4.0% | +0.6% | -2.9% |
| 30D | +2.8% | +2.4% | +0.4% | +2.1% |
| 3M | +20.9% | +69.0% | -48.0% | +11.5% |
| 6M | +29.9% | +69.3% | -39.4% | +19.7% |
| YTD | +9.6% | +115.8% | -106.1% | -5.2% |
| 1Y | -5.3% | +79.3% | -84.6% | -14.0% |
| All | -5.3% | +76.8% | -82.0% | -14.0% |
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 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