+148.4%
CAKE vs BAH
+2.2%
+146.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -3.0% |
| 7D | -5.6% | +2.4% | -8.1% | -5.9% |
| 30D | -10.5% | -2.9% | -7.6% | -10.2% |
| 3M | +43.6% | -1.3% | +45.0% | +43.6% |
| 6M | +63.0% | -0.9% | +63.9% | +62.3% |
| YTD | +102.9% | -8.2% | +111.1% | +103.6% |
| 1Y | +75.6% | -24.0% | +99.6% | +81.5% |
| 3Y | +257.7% | -28.1% | +285.8% | +261.6% |
| All | +148.4% | +2.2% | +146.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling