+152.2%
CAKE vs SAN
+385.2%
-233.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +0.7% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -12.4% | +0.9% | -13.4% | -12.7% |
| 3M | +37.3% | +19.1% | +18.2% | +28.3% |
| 6M | +70.7% | +33.2% | +37.5% | +52.5% |
| YTD | +106.0% | +29.1% | +76.9% | +85.0% |
| 1Y | +79.7% | +50.2% | +29.4% | +51.8% |
| 3Y | +267.8% | +351.0% | -83.3% | +95.1% |
| All | +152.2% | +385.2% | -233.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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