+5,781.5%
BHP vs CAKE
+3,772.9%
+2,008.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.8% |
| 7D | -3.7% | -5.6% | +1.9% | -2.5% |
| 30D | -0.8% | -10.5% | +9.7% | +1.4% |
| 3M | +7.6% | +43.6% | -36.0% | -1.0% |
| 6M | +20.8% | +63.0% | -42.3% | +7.8% |
| YTD | +50.8% | +102.9% | -52.1% | +28.2% |
| 1Y | +70.9% | +75.6% | -4.7% | +49.5% |
| 3Y | +78.0% | +257.7% | -179.7% | +30.9% |
| 5Y | +113.1% | +156.0% | -42.9% | +61.9% |
| 10Y | +483.0% | +150.5% | +332.5% | +298.7% |
| All | +5,781.5% | +3,772.9% | +2,008.7% | +2,446.3% |
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