+79.3%
CAKE vs SONY
-10.8%
+90.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -4.0% | -1.2% | -2.8% | -3.9% |
| 30D | +2.4% | +9.4% | -7.0% | +1.5% |
| 3M | +69.0% | +10.5% | +58.5% | +67.1% |
| 6M | +69.3% | +11.7% | +57.6% | +66.4% |
| YTD | +115.8% | -4.1% | +119.8% | +117.0% |
| 1Y | +79.3% | -11.8% | +91.1% | +84.0% |
| All | +79.3% | -10.8% | +90.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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