+28.2%
BABA vs CAKE
+195.9%
-167.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | -4.0% | -0.8% | -4.1% |
| 30D | -11.9% | +2.4% | -14.3% | -12.5% |
| 3M | -9.3% | +69.0% | -78.2% | -17.9% |
| 6M | -14.2% | +69.3% | -83.5% | -22.7% |
| YTD | -22.0% | +115.8% | -137.8% | -32.9% |
| 1Y | -12.7% | +79.3% | -92.1% | -22.5% |
| 3Y | +26.7% | +262.0% | -235.4% | -3.6% |
| 5Y | -29.3% | +165.7% | -195.0% | -44.8% |
| 10Y | +21.2% | +158.9% | -137.7% | -14.5% |
| All | +28.2% | +195.9% | -167.8% | -15.2% |
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