+6.8%
BABA vs CAKE
+192.9%
-186.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -6.5% |
| 7D | -12.7% | -3.8% | -8.9% | -12.1% |
| 30D | -14.9% | -5.2% | -9.6% | -14.2% |
| 3M | -24.6% | -9.2% | -15.4% | -23.7% |
| 6M | -29.3% | +76.6% | -106.0% | -36.9% |
| YTD | -35.0% | +113.6% | -148.6% | -44.2% |
| 1Y | -39.7% | +134.3% | -174.0% | -49.1% |
| 3Y | +21.2% | +271.2% | -250.0% | -8.3% |
| 5Y | -39.9% | +170.3% | -210.2% | -53.1% |
| 10Y | +7.8% | +125.7% | -117.9% | -20.0% |
| All | +6.8% | +192.9% | -186.1% | -29.3% |
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 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