+120.9%
CAKE vs ADVB
-89.4%
+210.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +2.0% | -3.4% |
| 7D | -4.6% | -13.0% | +8.4% | -4.6% |
| 30D | -6.6% | +7.5% | -14.0% | -6.5% |
| 3M | +52.9% | +129.1% | -76.2% | +50.5% |
| 6M | +65.7% | +71.7% | -6.0% | +63.5% |
| YTD | +107.8% | +45.5% | +62.3% | +105.6% |
| 1Y | +78.5% | -2.7% | +81.2% | +76.5% |
| All | +120.9% | -89.4% | +210.2% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling