+271.4%
CAKE vs BURL
+86.7%
+184.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -5.2% | +4.1% | -9.3% | -6.4% |
| 30D | -0.2% | -9.5% | +9.3% | +2.9% |
| 3M | -0.2% | -33.5% | +33.3% | +12.9% |
| 6M | +77.5% | -22.1% | +99.6% | +90.0% |
| YTD | +114.1% | -14.6% | +128.7% | +122.9% |
| 1Y | +131.6% | -8.4% | +140.0% | +134.3% |
| 3Y | +271.4% | +86.6% | +184.8% | +236.0% |
| All | +271.4% | +86.7% | +184.7% | +236.0% |
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 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