+267.8%
CAKE vs SBAC
-9.4%
+277.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +38.2% |
| 6M | +70.7% | +0.3% | +70.4% | +70.0% |
| YTD | +106.0% | -2.2% | +108.2% | +105.5% |
| 1Y | +79.7% | -4.6% | +84.3% | +79.8% |
| 3Y | +267.8% | -8.3% | +276.1% | +282.6% |
| All | +267.8% | -9.4% | +277.1% | +282.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling