-39.3%
BAX vs CAKE
+155.4%
-194.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -7.9% | -4.5% | -3.3% | -7.1% |
| 30D | -11.7% | -12.4% | +0.8% | -9.7% |
| 3M | +16.2% | +37.3% | -21.1% | +9.9% |
| 6M | +32.0% | +70.7% | -38.7% | +20.1% |
| YTD | +24.7% | +106.0% | -81.3% | +10.3% |
| 1Y | -2.6% | +79.7% | -82.3% | -12.1% |
| 3Y | -35.0% | +267.8% | -302.7% | -47.4% |
| 5Y | -67.6% | +159.9% | -227.5% | -73.2% |
| All | -39.3% | +155.4% | -194.7% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling