+298.4%
CAKE vs BLDR
+372.2%
-73.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | -4.5% | -8.2% | +3.7% | -2.7% |
| 30D | -12.4% | -16.6% | +4.2% | -9.0% |
| 3M | +37.3% | -23.2% | +60.5% | +44.0% |
| 6M | +70.7% | -33.7% | +104.5% | +84.1% |
| YTD | +106.0% | -41.3% | +147.3% | +127.4% |
| 1Y | +79.7% | -58.8% | +138.5% | +114.3% |
| 3Y | +267.8% | -57.5% | +325.2% | +323.6% |
| 5Y | +159.9% | +12.9% | +147.0% | +139.0% |
| 10Y | +154.3% | +378.4% | -224.0% | +69.2% |
| All | +298.4% | +372.2% | -73.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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