+79.7%
CAKE vs SBAC
-2.5%
+82.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | -4.5% | -2.1% | -2.4% | -4.2% |
| 30D | -12.4% | +2.0% | -14.4% | -12.7% |
| 3M | +37.3% | -8.3% | +45.6% | +37.1% |
| 6M | +70.7% | +0.3% | +70.4% | +70.7% |
| YTD | +106.0% | -2.2% | +108.2% | +105.9% |
| 1Y | +79.7% | -4.6% | +84.3% | +81.1% |
| All | +79.7% | -2.5% | +82.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling