+47.1%
ADP vs CAKE
+282.2%
-235.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.3% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | +10.6% | -3.1% | +13.6% | +10.9% |
| 3M | +12.9% | -2.2% | +15.1% | +12.9% |
| 6M | +50.6% | +94.1% | -43.4% | +34.8% |
| YTD | +23.2% | +119.4% | -96.2% | +7.4% |
| 1Y | +25.3% | +141.4% | -116.1% | +7.2% |
| 3Y | +47.1% | +273.6% | -226.4% | +19.4% |
| All | +47.1% | +282.2% | -235.1% | +19.4% |
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