+240.7%
CAKE vs BAM
+78.0%
+162.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -4.0% | -2.0% | -2.0% | -3.3% |
| 30D | +2.4% | -2.9% | +5.4% | +3.4% |
| 3M | +69.0% | +9.4% | +59.6% | +62.0% |
| 6M | +69.3% | +10.8% | +58.5% | +61.2% |
| YTD | +115.8% | -0.4% | +116.2% | +113.6% |
| 1Y | +79.3% | -10.9% | +90.2% | +85.3% |
| 3Y | +262.0% | +61.3% | +200.8% | +199.4% |
| All | +240.7% | +78.0% | +162.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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