+144.3%
CAKE vs BURL
+261.4%
-117.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +2.2% |
| 7D | -1.8% | +7.7% | -9.5% | -4.8% |
| 30D | +2.3% | -7.1% | +9.5% | +5.5% |
| 3M | +3.9% | -30.3% | +34.2% | +20.2% |
| 6M | +81.4% | -15.5% | +96.9% | +92.1% |
| YTD | +122.5% | -11.0% | +133.5% | +129.9% |
| 1Y | +138.1% | -8.4% | +146.5% | +140.6% |
| 3Y | +288.0% | +96.7% | +191.3% | +164.9% |
| 5Y | +174.9% | -14.1% | +188.9% | +157.1% |
| 10Y | +144.3% | +255.1% | -110.8% | +54.8% |
| All | +144.3% | +261.4% | -117.1% | +54.8% |
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