-30.5%
BABA vs CAKE
+163.4%
-194.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.0% |
| 7D | -2.2% | -4.6% | +2.4% | -1.0% |
| 30D | -17.3% | -6.6% | -10.8% | -16.1% |
| 3M | -7.8% | +52.9% | -60.7% | -18.5% |
| 6M | -16.8% | +65.7% | -82.5% | -28.7% |
| YTD | -24.7% | +107.8% | -132.5% | -39.9% |
| 1Y | -24.9% | +78.5% | -103.4% | -37.5% |
| 3Y | +29.1% | +266.4% | -237.3% | -20.5% |
| 5Y | -30.5% | +159.6% | -190.1% | -57.2% |
| All | -30.5% | +163.4% | -194.0% | -57.2% |
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 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