+252.1%
CAKE vs JAAA
+29.3%
+222.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -10.5% | +0.4% | -11.0% | -11.3% |
| 3M | +43.6% | +1.2% | +42.4% | +40.2% |
| 6M | +63.0% | +2.7% | +60.4% | +54.7% |
| YTD | +102.9% | +3.2% | +99.7% | +90.6% |
| 1Y | +75.6% | +4.8% | +70.8% | +60.0% |
| 3Y | +257.7% | +19.0% | +238.7% | +187.6% |
| 5Y | +156.0% | +26.8% | +129.2% | +84.9% |
| All | +252.1% | +29.3% | +222.8% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling