+152.2%
CAKE vs JAAA
+26.5%
+125.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -12.4% | +0.5% | -13.0% | -13.6% |
| 3M | +37.3% | +1.3% | +36.1% | +33.2% |
| 6M | +70.7% | +2.8% | +67.9% | +59.8% |
| YTD | +106.0% | +3.3% | +102.7% | +90.8% |
| 1Y | +79.7% | +4.9% | +74.7% | +60.3% |
| 3Y | +267.8% | +19.0% | +248.8% | +176.3% |
| All | +152.2% | +26.5% | +125.7% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling