+3,953.2%
CAKE vs JBHT
+6,303.8%
-2,350.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +2.3% | -2.2% | +4.5% | +3.0% |
| 3M | +3.9% | -16.5% | +20.4% | +9.5% |
| 6M | +81.4% | -8.4% | +89.8% | +84.8% |
| YTD | +122.5% | +16.1% | +106.5% | +109.0% |
| 1Y | +138.1% | +31.9% | +106.2% | +114.4% |
| 3Y | +288.0% | +34.1% | +253.9% | +240.0% |
| 5Y | +174.9% | +20.1% | +154.8% | +148.4% |
| 10Y | +144.3% | +184.7% | -40.4% | +70.2% |
| All | +3,953.2% | +6,303.8% | -2,350.6% | +1,171.8% |
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