+79.7%
CAKE vs BAH
-24.0%
+103.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.5% | +4.3% | -8.8% | -4.7% |
| 30D | -12.4% | -2.5% | -10.0% | -12.3% |
| 3M | +37.3% | -0.9% | +38.3% | +37.8% |
| 6M | +70.7% | +1.5% | +69.3% | +70.0% |
| YTD | +106.0% | -8.0% | +113.9% | +106.6% |
| 1Y | +79.7% | -24.7% | +104.4% | +79.3% |
| All | +79.7% | -24.0% | +103.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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