+82.7%
ASML vs CAKE
+173.4%
-90.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -1.0% |
| 7D | +4.9% | +2.5% | +2.5% | +4.1% |
| 30D | -9.3% | -3.1% | -6.2% | -8.5% |
| 3M | -19.0% | -2.2% | -16.8% | -19.0% |
| 6M | -5.2% | +94.1% | -99.3% | -27.0% |
| YTD | +40.6% | +119.4% | -78.8% | +3.0% |
| 1Y | +47.5% | +141.4% | -93.9% | +4.0% |
| 3Y | +133.9% | +273.6% | -139.7% | +32.0% |
| All | +82.7% | +173.4% | -90.7% | +0.3% |
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 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