+327.6%
CAKE vs INDA
+107.4%
+220.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -5.6% | -3.6% | -2.0% | -3.8% |
| 30D | -10.5% | -4.0% | -6.6% | -8.6% |
| 3M | +43.6% | +1.7% | +41.9% | +42.3% |
| 6M | +63.0% | -3.6% | +66.7% | +66.0% |
| YTD | +102.9% | -11.0% | +113.9% | +115.2% |
| 1Y | +75.6% | -9.5% | +85.1% | +84.4% |
| 3Y | +257.7% | +7.6% | +250.1% | +242.2% |
| 5Y | +156.0% | +4.8% | +151.2% | +149.1% |
| 10Y | +150.5% | +82.3% | +68.3% | +87.4% |
| All | +327.6% | +107.4% | +220.2% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling