+273.6%
CAKE vs BURL
+87.4%
+186.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +3.9% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | -3.1% | -7.7% | +4.7% | -0.5% |
| 3M | -2.2% | -31.7% | +29.4% | +9.8% |
| 6M | +94.1% | -15.2% | +109.2% | +102.3% |
| YTD | +119.4% | -15.9% | +135.4% | +129.6% |
| 1Y | +141.4% | -14.2% | +155.6% | +149.5% |
| 3Y | +273.6% | +93.5% | +180.1% | +236.1% |
| All | +273.6% | +87.4% | +186.1% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling