+152.2%
CAKE vs INDA
+5.7%
+146.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.8% |
| 7D | -4.5% | -2.7% | -1.9% | -2.5% |
| 30D | -12.4% | -2.8% | -9.7% | -10.5% |
| 3M | +37.3% | +1.6% | +35.7% | +35.3% |
| 6M | +70.7% | -1.4% | +72.1% | +72.1% |
| YTD | +106.0% | -10.1% | +116.1% | +123.9% |
| 1Y | +79.7% | -8.8% | +88.4% | +92.3% |
| 3Y | +267.8% | +7.6% | +260.2% | +230.3% |
| All | +152.2% | +5.7% | +146.5% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling