+3,816.2%
CAKE vs SAN
+2,690.3%
+1,125.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.1% | +3.3% | -4.4% | -2.3% |
| 30D | +0.4% | +1.1% | -0.7% | +0.1% |
| 3M | +59.9% | +22.2% | +37.7% | +47.8% |
| 6M | +75.1% | +36.0% | +39.1% | +55.0% |
| YTD | +115.0% | +28.2% | +86.8% | +93.5% |
| 1Y | +81.6% | +54.1% | +27.5% | +52.2% |
| 3Y | +279.1% | +354.2% | -75.1% | +107.8% |
| 5Y | +170.6% | +387.3% | -216.6% | +40.5% |
| 10Y | +160.3% | +334.8% | -174.5% | +36.5% |
| All | +3,816.2% | +2,690.3% | +1,125.9% | +822.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling