+3,829.7%
CAKE vs JBHT
+7,715.5%
-3,885.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -4.0% | +4.9% | -8.9% | -5.6% |
| 30D | +2.4% | +0.6% | +1.9% | +2.0% |
| 3M | +69.0% | -3.2% | +72.2% | +69.8% |
| 6M | +69.3% | +17.0% | +52.3% | +59.4% |
| YTD | +115.8% | +41.7% | +74.1% | +90.6% |
| 1Y | +79.3% | +90.0% | -10.6% | +42.0% |
| 3Y | +262.0% | +47.0% | +215.0% | +208.6% |
| 5Y | +165.7% | +58.3% | +107.4% | +119.5% |
| 10Y | +158.9% | +273.9% | -115.0% | +66.1% |
| All | +3,829.7% | +7,715.5% | -3,885.7% | +1,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling