+5,496.5%
ADP vs CAKE
+4,018.7%
+1,477.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | -4.0% | +0.6% | -2.8% |
| 30D | +2.8% | +2.4% | +0.4% | +2.2% |
| 3M | +20.9% | +69.0% | -48.0% | +10.0% |
| 6M | +29.9% | +69.3% | -39.4% | +17.8% |
| YTD | +9.6% | +115.8% | -106.1% | -4.9% |
| 1Y | -5.3% | +79.3% | -84.6% | -15.3% |
| 3Y | +16.5% | +262.0% | -245.6% | -9.4% |
| 5Y | +49.4% | +165.7% | -116.3% | +19.4% |
| 10Y | +282.2% | +158.9% | +123.3% | +180.3% |
| All | +5,496.5% | +4,018.7% | +1,477.9% | +2,653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling