+152.2%
CAKE vs HRB
+114.1%
+38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -4.5% | -8.0% | +3.5% | -2.5% |
| 30D | -12.4% | -16.0% | +3.5% | -8.4% |
| 3M | +37.3% | +26.9% | +10.5% | +28.8% |
| 6M | +70.7% | +51.1% | +19.6% | +51.1% |
| YTD | +106.0% | +7.1% | +98.9% | +102.2% |
| 1Y | +79.7% | -9.6% | +89.3% | +86.6% |
| 3Y | +267.8% | +25.4% | +242.4% | +226.8% |
| All | +152.2% | +114.1% | +38.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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