+115.6%
CAKE vs ADVB
-88.9%
+204.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.4% |
| 7D | -5.6% | -5.9% | +0.2% | -5.6% |
| 30D | -10.5% | +13.9% | -24.4% | -10.5% |
| 3M | +43.6% | +127.3% | -83.7% | +41.5% |
| 6M | +63.0% | +77.0% | -14.0% | +60.9% |
| YTD | +102.9% | +51.5% | +51.4% | +100.8% |
| 1Y | +75.6% | -11.3% | +87.0% | +75.0% |
| All | +115.6% | -88.9% | +204.6% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling