+1,287.5%
BAC vs CAKE
+4,018.7%
-2,731.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +1.1% | -4.0% | +5.1% | +2.4% |
| 30D | -0.4% | +2.4% | -2.8% | -1.4% |
| 3M | +16.9% | +69.0% | -52.1% | -2.9% |
| 6M | +26.6% | +69.3% | -42.7% | +4.5% |
| YTD | +15.8% | +115.8% | -100.0% | -12.2% |
| 1Y | +27.2% | +79.3% | -52.2% | +2.0% |
| 3Y | +132.4% | +262.0% | -129.6% | +42.9% |
| 5Y | +72.6% | +165.7% | -93.1% | +11.9% |
| 10Y | +389.7% | +158.9% | +230.8% | +177.9% |
| All | +1,287.5% | +4,018.7% | -2,731.2% | +306.7% |
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