+159.6%
CAKE vs FIVE
+35.6%
+124.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.4% |
| 7D | -4.6% | +1.7% | -6.2% | -5.2% |
| 30D | -6.6% | +5.0% | -11.6% | -8.2% |
| 3M | +52.9% | +29.5% | +23.4% | +39.3% |
| 6M | +65.7% | +12.4% | +53.3% | +56.6% |
| YTD | +107.8% | +31.2% | +76.6% | +85.9% |
| 1Y | +78.5% | +72.9% | +5.6% | +43.8% |
| 3Y | +266.4% | +53.0% | +213.4% | +192.0% |
| 5Y | +159.6% | +34.2% | +125.5% | +98.7% |
| All | +159.6% | +35.6% | +124.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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