+152.2%
CAKE vs BWA
+87.2%
+65.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +0.9% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | -12.4% | -2.9% | -9.5% | -11.5% |
| 3M | +37.3% | -10.7% | +48.1% | +43.2% |
| 6M | +70.7% | +26.5% | +44.3% | +49.1% |
| YTD | +106.0% | +49.1% | +56.9% | +61.4% |
| 1Y | +79.7% | +52.1% | +27.6% | +38.7% |
| 3Y | +267.8% | +72.6% | +195.2% | +157.0% |
| All | +152.2% | +87.2% | +65.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling