+778.5%
BSX vs CAKE
+3,772.9%
-2,994.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.7% |
| 7D | -8.2% | -5.6% | -2.6% | -7.1% |
| 30D | -15.8% | -10.5% | -5.3% | -14.0% |
| 3M | -10.8% | +43.6% | -54.5% | -17.6% |
| 6M | -38.4% | +63.0% | -101.4% | -44.7% |
| YTD | -54.8% | +102.9% | -157.7% | -61.4% |
| 1Y | -59.0% | +75.6% | -134.7% | -64.1% |
| 3Y | -20.0% | +257.7% | -277.7% | -41.0% |
| 5Y | -3.1% | +156.0% | -159.1% | -26.0% |
| 10Y | +83.3% | +150.5% | -67.2% | +26.1% |
| All | +778.5% | +3,772.9% | -2,994.4% | +246.5% |
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 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