+74.7%
BND vs CAKE
+401.5%
-326.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.6% |
| 7D | -0.9% | -5.6% | +4.7% | -0.9% |
| 30D | -1.0% | -10.5% | +9.6% | -1.0% |
| 3M | -1.2% | +43.6% | -44.9% | -1.1% |
| 6M | -2.0% | +63.0% | -65.0% | -1.8% |
| YTD | -1.2% | +102.9% | -104.1% | -0.9% |
| 1Y | -0.5% | +75.6% | -76.1% | -0.3% |
| 3Y | +12.4% | +257.7% | -245.3% | +13.0% |
| 5Y | -2.5% | +156.0% | -158.5% | -2.1% |
| 10Y | +15.0% | +150.5% | -135.6% | +16.0% |
| All | +74.7% | +401.5% | -326.8% | +77.2% |
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