+18.4%
BX vs CAKE
+157.8%
-139.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.9% |
| 7D | -5.6% | -4.5% | -1.1% | -3.8% |
| 30D | -12.2% | -12.4% | +0.2% | -7.7% |
| 3M | +7.4% | +37.3% | -29.9% | -7.2% |
| 6M | +22.2% | +70.7% | -48.6% | -4.6% |
| YTD | -14.0% | +106.0% | -120.0% | -38.6% |
| 1Y | -27.3% | +79.7% | -106.9% | -45.1% |
| 3Y | +24.5% | +267.8% | -243.2% | -34.6% |
| All | +18.4% | +157.8% | -139.4% | -36.1% |
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