+168.6%
CAKE vs JBHT
+58.3%
+110.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.9% |
| 7D | -4.0% | +4.9% | -8.9% | -6.1% |
| 30D | +2.4% | +0.6% | +1.9% | +1.8% |
| 3M | +69.0% | -3.2% | +72.2% | +70.0% |
| 6M | +69.3% | +17.0% | +52.3% | +55.4% |
| YTD | +115.8% | +41.7% | +74.1% | +80.9% |
| 1Y | +79.3% | +90.0% | -10.6% | +29.3% |
| 3Y | +262.0% | +47.0% | +215.0% | +189.4% |
| All | +168.6% | +58.3% | +110.4% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling