+1,430.0%
CAKE vs SBAC
+2,110.4%
-680.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -2.0% |
| 7D | -5.6% | -5.3% | -0.3% | -4.9% |
| 30D | -10.5% | +0.4% | -10.9% | -10.6% |
| 3M | +43.6% | -11.9% | +55.5% | +46.0% |
| 6M | +63.0% | -4.5% | +67.5% | +63.3% |
| YTD | +102.9% | -4.3% | +107.2% | +102.9% |
| 1Y | +75.6% | -3.9% | +79.5% | +75.5% |
| 3Y | +257.7% | -11.0% | +268.7% | +258.0% |
| 5Y | +156.0% | -44.1% | +200.1% | +170.6% |
| 10Y | +150.5% | +81.6% | +69.0% | +127.3% |
| All | +1,430.0% | +2,110.4% | -680.4% | +1,035.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling