+79.3%
CAKE vs BURL
-9.5%
+88.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | -4.0% | -2.8% | -1.2% | -3.3% |
| 30D | +2.4% | -28.2% | +30.6% | +12.0% |
| 3M | +69.0% | -17.6% | +86.6% | +77.4% |
| 6M | +69.3% | -11.8% | +81.1% | +74.4% |
| YTD | +115.8% | -8.1% | +123.9% | +122.0% |
| 1Y | +79.3% | -12.0% | +91.3% | +90.7% |
| All | +79.3% | -9.5% | +88.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling