+267.8%
CAKE vs BIDU
-34.3%
+302.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | -4.5% | -8.1% | +3.6% | -4.1% |
| 30D | -12.4% | -12.8% | +0.4% | -11.8% |
| 3M | +37.3% | -21.3% | +58.6% | +39.1% |
| 6M | +70.7% | -27.0% | +97.7% | +72.5% |
| YTD | +106.0% | -30.0% | +136.0% | +108.8% |
| 1Y | +79.7% | -18.3% | +97.9% | +78.2% |
| 3Y | +267.8% | -33.8% | +301.6% | +275.8% |
| All | +267.8% | -34.3% | +302.1% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling