+14.1%
ADP vs CAKE
+264.8%
-250.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.5% |
| 7D | -5.7% | -4.6% | -1.1% | -5.0% |
| 30D | -3.1% | -6.6% | +3.5% | -2.3% |
| 3M | +15.6% | +52.9% | -37.3% | +8.0% |
| 6M | +20.8% | +65.7% | -44.9% | +11.2% |
| YTD | +4.7% | +107.8% | -103.1% | -7.3% |
| 1Y | -8.3% | +78.5% | -86.8% | -17.0% |
| All | +14.1% | +264.8% | -250.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling