+152.2%
CAKE vs BIDU
-44.1%
+196.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | -4.5% | -8.1% | +3.6% | -3.4% |
| 30D | -12.4% | -12.8% | +0.4% | -10.9% |
| 3M | +37.3% | -21.3% | +58.6% | +41.5% |
| 6M | +70.7% | -27.0% | +97.7% | +76.0% |
| YTD | +106.0% | -30.0% | +136.0% | +113.3% |
| 1Y | +79.7% | -18.3% | +97.9% | +79.4% |
| 3Y | +267.8% | -33.8% | +301.6% | +272.7% |
| All | +152.2% | -44.1% | +196.2% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling