+22.6%
BAC vs CAKE
+173.4%
-150.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | +3.2% | +2.5% | +0.8% | +2.6% |
| 30D | -0.7% | -3.1% | +2.3% | -0.1% |
| 3M | -20.0% | -2.2% | -17.8% | -20.0% |
| 6M | +3.4% | +94.1% | -90.6% | -15.1% |
| YTD | -5.7% | +119.4% | -125.2% | -25.8% |
| 1Y | -1.4% | +141.4% | -142.8% | -24.6% |
| 3Y | +97.9% | +273.6% | -175.7% | +30.2% |
| All | +22.6% | +173.4% | -150.9% | -15.3% |
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