+257.4%
CAKE vs JAAA
+29.4%
+228.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -12.4% | +0.5% | -13.0% | -13.4% |
| 3M | +37.3% | +1.3% | +36.1% | +33.9% |
| 6M | +70.7% | +2.8% | +67.9% | +61.6% |
| YTD | +106.0% | +3.3% | +102.7% | +93.2% |
| 1Y | +79.7% | +4.9% | +74.7% | +63.4% |
| 3Y | +267.8% | +19.0% | +248.8% | +195.4% |
| 5Y | +159.9% | +26.9% | +133.0% | +87.4% |
| All | +257.4% | +29.4% | +228.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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