+156.6%
CAKE vs BURL
+188.6%
-32.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -0.7% |
| 7D | -4.6% | -7.0% | +2.4% | -1.7% |
| 30D | -6.6% | -35.6% | +29.1% | +11.8% |
| 3M | +52.9% | -26.3% | +79.2% | +72.6% |
| 6M | +65.7% | -20.7% | +86.4% | +80.4% |
| YTD | +107.8% | -17.2% | +125.0% | +121.7% |
| 1Y | +78.5% | -15.0% | +93.5% | +85.5% |
| 3Y | +266.4% | +53.2% | +213.2% | +179.4% |
| 5Y | +159.6% | -18.7% | +178.3% | +148.5% |
| 10Y | +156.6% | +192.1% | -35.5% | +69.0% |
| All | +156.6% | +188.6% | -32.0% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling