-2.8%
BSX vs CAKE
+157.8%
-160.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -10.1% | -4.5% | -5.5% | -9.5% |
| 30D | -16.4% | -12.4% | -4.0% | -14.9% |
| 3M | -8.9% | +37.3% | -46.2% | -13.2% |
| 6M | -38.3% | +70.7% | -109.0% | -43.2% |
| YTD | -54.9% | +106.0% | -160.9% | -60.0% |
| 1Y | -58.8% | +79.7% | -138.5% | -62.6% |
| 3Y | -21.2% | +267.8% | -289.0% | -38.0% |
| All | -2.8% | +157.8% | -160.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling