-67.0%
BAX vs CAKE
+152.3%
-219.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -5.4% | -5.6% | +0.2% | -4.3% |
| 30D | -12.4% | -10.5% | -1.9% | -10.4% |
| 3M | +19.1% | +43.6% | -24.5% | +10.0% |
| 6M | +38.6% | +63.0% | -24.4% | +24.2% |
| YTD | +26.7% | +102.9% | -76.2% | +9.0% |
| 1Y | +1.0% | +75.6% | -74.6% | -11.0% |
| 3Y | -33.9% | +257.7% | -291.6% | -47.6% |
| 5Y | -67.0% | +156.0% | -223.0% | -74.1% |
| All | -67.0% | +152.3% | -219.3% | -74.1% |
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 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