+160.3%
CAKE vs JBHT
+276.8%
-116.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.1% | +7.1% | -8.2% | -4.8% |
| 30D | +0.4% | +2.3% | -1.9% | -1.3% |
| 3M | +59.9% | -4.5% | +64.4% | +62.2% |
| 6M | +75.1% | +29.2% | +45.8% | +48.9% |
| YTD | +115.0% | +42.2% | +72.9% | +72.5% |
| 1Y | +81.6% | +93.7% | -12.1% | +19.0% |
| 3Y | +279.1% | +53.2% | +225.9% | +176.1% |
| 5Y | +170.6% | +62.4% | +108.2% | +82.5% |
| 10Y | +160.3% | +274.7% | -114.4% | +0.9% |
| All | +160.3% | +276.8% | -116.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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