+152.2%
CAKE vs ITOT
+74.3%
+77.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.6% |
| 7D | -4.5% | -0.9% | -3.6% | -3.6% |
| 30D | -12.4% | -1.5% | -11.0% | -11.1% |
| 3M | +37.3% | +3.6% | +33.8% | +31.4% |
| 6M | +70.7% | +13.7% | +57.0% | +46.5% |
| YTD | +106.0% | +12.9% | +93.1% | +78.3% |
| 1Y | +79.7% | +17.2% | +62.5% | +48.7% |
| 3Y | +267.8% | +75.6% | +192.1% | +90.7% |
| All | +152.2% | +74.3% | +77.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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