+156.0%
CAKE vs BUD
+44.8%
+111.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.2% |
| 30D | -10.5% | -3.7% | -6.9% | -9.1% |
| 3M | +43.6% | -4.4% | +48.1% | +46.2% |
| 6M | +63.0% | +7.7% | +55.3% | +56.7% |
| YTD | +102.9% | +23.1% | +79.8% | +82.6% |
| 1Y | +75.6% | +33.6% | +42.0% | +52.0% |
| 3Y | +257.7% | +44.7% | +213.0% | +187.7% |
| 5Y | +156.0% | +44.9% | +111.1% | +100.3% |
| All | +156.0% | +44.8% | +111.2% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling