+79.3%
CAKE vs BBWI
-34.3%
+113.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | 0.0% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | +2.4% | -5.2% | +7.6% | +3.0% |
| 3M | +69.0% | +11.1% | +57.9% | +65.0% |
| 6M | +69.3% | -13.4% | +82.7% | +71.2% |
| YTD | +115.8% | +0.1% | +115.7% | +112.7% |
| 1Y | +79.3% | -36.1% | +115.5% | +94.3% |
| All | +79.3% | -34.3% | +113.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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