+335.4%
CAKE vs FIVE
+868.1%
-532.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.3% |
| 7D | -4.0% | +4.3% | -8.3% | -5.4% |
| 30D | +2.4% | +12.5% | -10.1% | -1.7% |
| 3M | +69.0% | +31.2% | +37.7% | +54.1% |
| 6M | +69.3% | +14.4% | +54.9% | +59.8% |
| YTD | +115.8% | +33.9% | +81.9% | +93.5% |
| 1Y | +79.3% | +65.1% | +14.3% | +49.2% |
| 3Y | +262.0% | +49.0% | +213.1% | +189.1% |
| 5Y | +165.7% | +30.3% | +135.4% | +115.0% |
| 10Y | +158.9% | +481.1% | -322.2% | +44.3% |
| All | +335.4% | +868.1% | -532.8% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling