+1,263.9%
BMY vs CAKE
+3,772.9%
-2,508.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.8% |
| 7D | -6.4% | -5.6% | -0.8% | -5.8% |
| 30D | +0.2% | -10.5% | +10.7% | +1.3% |
| 3M | +16.0% | +43.6% | -27.7% | +11.2% |
| 6M | +8.3% | +63.0% | -54.7% | +2.3% |
| YTD | +22.2% | +102.9% | -80.7% | +12.6% |
| 1Y | +41.7% | +75.6% | -33.9% | +32.5% |
| 3Y | +20.7% | +257.7% | -237.0% | +3.4% |
| 5Y | +23.9% | +156.0% | -132.1% | +7.7% |
| 10Y | +62.9% | +150.5% | -87.6% | +32.3% |
| All | +1,263.9% | +3,772.9% | -2,508.9% | +691.7% |
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