-6.9%
ADP vs CAKE
+78.0%
-84.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -2.8% | -4.5% | +1.8% | -2.1% |
| 30D | +0.2% | -12.4% | +12.7% | +2.1% |
| 3M | +20.5% | +37.3% | -16.9% | +14.4% |
| 6M | +28.8% | +70.7% | -42.0% | +18.2% |
| YTD | +6.6% | +106.0% | -99.4% | -7.3% |
| 1Y | -6.9% | +79.7% | -86.5% | -15.9% |
| All | -6.9% | +78.0% | -84.9% | -15.9% |
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