+6,187.8%
ADP vs CAKE
+4,088.6%
+2,099.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.4% |
| YTD | +23.2% | +119.4% | -96.2% | +6.3% |
| 1Y | +25.3% | +141.4% | -116.1% | +6.2% |
| 3Y | +47.1% | +273.6% | -226.4% | +13.7% |
| 5Y | +50.1% | +177.7% | -127.6% | +19.0% |
| 10Y | +323.6% | +131.9% | +191.8% | +215.3% |
| All | +6,187.8% | +4,088.6% | +2,099.3% | +2,975.9% |
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 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