+79.7%
CAKE vs ADVB
-14.7%
+94.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.4% |
| 7D | -4.5% | -12.3% | +7.7% | -4.7% |
| 30D | -12.4% | +7.8% | -20.2% | -12.3% |
| 3M | +37.3% | +104.2% | -66.9% | +38.8% |
| 6M | +70.7% | +58.1% | +12.6% | +73.5% |
| YTD | +106.0% | +40.2% | +65.7% | +109.5% |
| 1Y | +79.7% | -16.1% | +95.7% | +77.7% |
| All | +79.7% | -14.7% | +94.3% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling