-13.3%
BKNG vs CAKE
+135.2%
-148.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -0.4% |
| 7D | +12.2% | -2.1% | +14.3% | +12.7% |
| 30D | +7.0% | +2.3% | +4.7% | +6.6% |
| 3M | -18.3% | +5.4% | -23.7% | -19.2% |
| 6M | +1.1% | +82.5% | -81.4% | -10.7% |
| YTD | -20.7% | +122.0% | -142.7% | -33.0% |
| 1Y | -13.3% | +133.9% | -147.2% | -28.5% |
| All | -13.3% | +135.2% | -148.5% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling