+151.5%
CAKE vs INDA
+84.7%
+66.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.9% |
| 7D | -4.5% | -2.7% | -1.9% | -2.7% |
| 30D | -12.4% | -2.8% | -9.7% | -10.8% |
| 3M | +37.3% | +1.6% | +35.7% | +35.6% |
| 6M | +70.7% | -1.4% | +72.1% | +71.9% |
| YTD | +106.0% | -10.1% | +116.1% | +121.0% |
| 1Y | +79.7% | -8.8% | +88.4% | +90.3% |
| 3Y | +267.8% | +7.6% | +260.2% | +244.7% |
| 5Y | +159.9% | +5.8% | +154.1% | +146.8% |
| All | +151.5% | +84.7% | +66.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling