+48.7%
ADP vs CAKE
+173.4%
-124.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.7% |
| 30D | +10.6% | -3.1% | +13.6% | +11.0% |
| 3M | +12.9% | -2.2% | +15.1% | +12.9% |
| 6M | +50.6% | +94.1% | -43.4% | +31.9% |
| YTD | +23.2% | +119.4% | -96.2% | +4.7% |
| 1Y | +25.3% | +141.4% | -116.1% | +4.3% |
| 3Y | +47.1% | +273.6% | -226.4% | +10.1% |
| All | +48.7% | +173.4% | -124.7% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling