+262.3%
CAKE vs BUD
+43.8%
+218.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -10.5% | -3.7% | -6.9% | -9.6% |
| 3M | +43.6% | -4.4% | +48.1% | +45.3% |
| 6M | +63.0% | +7.7% | +55.3% | +58.9% |
| YTD | +102.9% | +23.1% | +79.8% | +89.2% |
| 1Y | +75.6% | +33.6% | +42.0% | +59.8% |
| All | +262.3% | +43.8% | +218.4% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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