+368.8%
CAKE vs BAH
+876.9%
-508.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.1% | -4.3% | +3.3% | +0.1% |
| 30D | +0.4% | -4.5% | +4.9% | +1.6% |
| 3M | +59.9% | -7.6% | +67.5% | +62.1% |
| 6M | +75.1% | -10.6% | +85.7% | +78.1% |
| YTD | +115.0% | -12.6% | +127.6% | +118.1% |
| 1Y | +81.6% | -27.0% | +108.6% | +93.2% |
| 3Y | +279.1% | -31.5% | +310.6% | +294.5% |
| 5Y | +170.6% | -3.8% | +174.5% | +146.0% |
| 10Y | +160.3% | +183.9% | -23.6% | +84.3% |
| All | +368.8% | +876.9% | -508.1% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling