+795.1%
BKNG vs CAKE
+1,845.8%
-1,050.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | -10.7% | -5.6% | -5.0% | -8.9% |
| 30D | -18.1% | -10.5% | -7.6% | -15.1% |
| 3M | +8.5% | +43.6% | -35.1% | -5.0% |
| 6M | -0.1% | +63.0% | -63.1% | -16.8% |
| YTD | -18.2% | +102.9% | -121.1% | -37.2% |
| 1Y | -19.9% | +75.6% | -95.5% | -35.6% |
| 3Y | +41.6% | +257.7% | -216.1% | -14.4% |
| 5Y | +93.1% | +156.0% | -62.9% | +27.1% |
| 10Y | +214.8% | +150.5% | +64.3% | +75.9% |
| All | +795.1% | +1,845.8% | -1,050.7% | +86.7% |
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