+123.4%
CAKE vs JBHT
+182.5%
-59.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.5% | +1.5% |
| 7D | +2.5% | +7.0% | -4.6% | -1.2% |
| 30D | -3.1% | +0.5% | -3.6% | -3.4% |
| 3M | -2.2% | -17.4% | +15.1% | +7.1% |
| 6M | +94.1% | -1.7% | +95.8% | +91.1% |
| YTD | +119.4% | +20.7% | +98.7% | +90.6% |
| 1Y | +141.4% | +41.1% | +100.3% | +91.7% |
| 3Y | +273.6% | +38.0% | +235.6% | +185.1% |
| 5Y | +177.7% | +22.5% | +155.2% | +121.9% |
| All | +123.4% | +182.5% | -59.0% | -3.1% |
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