+687.7%
CAKE vs BUD
+198.8%
+489.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -1.1% | +0.8% | -1.8% | -1.4% |
| 30D | +0.4% | -4.8% | +5.2% | +2.7% |
| 3M | +59.9% | +1.4% | +58.6% | +58.4% |
| 6M | +75.1% | +9.9% | +65.2% | +66.1% |
| YTD | +115.0% | +26.3% | +88.7% | +89.7% |
| 1Y | +81.6% | +36.1% | +45.5% | +54.2% |
| 3Y | +279.1% | +48.6% | +230.5% | +199.8% |
| 5Y | +170.6% | +45.0% | +125.6% | +113.4% |
| 10Y | +160.3% | -23.1% | +183.4% | +145.4% |
| All | +687.7% | +198.8% | +489.0% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling