+1,642.7%
BA vs CAKE
+3,976.8%
-2,334.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.9% |
| 7D | -0.6% | -3.8% | +3.3% | +0.4% |
| 30D | -8.0% | -5.2% | -2.8% | -6.8% |
| 3M | -25.8% | -9.2% | -16.6% | -24.2% |
| 6M | -27.6% | +76.6% | -104.2% | -38.6% |
| YTD | -21.0% | +113.6% | -134.6% | -36.6% |
| 1Y | -12.3% | +134.3% | -146.6% | -31.3% |
| 3Y | -12.8% | +271.2% | -283.9% | -40.8% |
| 5Y | -22.4% | +170.3% | -192.6% | -44.1% |
| 10Y | +24.6% | +125.7% | -101.1% | -14.8% |
| All | +1,642.7% | +3,976.8% | -2,334.1% | +666.2% |
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