+117.5%
CAKE vs BURL
+244.4%
-126.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.4% |
| 7D | -3.8% | +0.4% | -4.3% | -3.9% |
| 30D | -5.2% | -4.3% | -0.9% | -3.4% |
| 3M | -9.2% | -28.8% | +19.6% | +4.1% |
| 6M | +76.6% | -12.8% | +89.4% | +84.6% |
| YTD | +113.6% | -12.8% | +126.4% | +122.6% |
| 1Y | +134.3% | -12.3% | +146.6% | +141.2% |
| 3Y | +271.2% | +92.7% | +178.5% | +155.8% |
| 5Y | +170.3% | -6.5% | +176.8% | +143.1% |
| All | +117.5% | +244.4% | -126.9% | +40.8% |
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