+262.3%
CAKE vs STLA
-66.9%
+329.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -5.6% | -3.8% | -1.8% | -4.7% |
| 30D | -10.5% | -3.1% | -7.4% | -10.0% |
| 3M | +43.6% | -19.6% | +63.3% | +50.7% |
| 6M | +63.0% | -23.5% | +86.5% | +72.0% |
| YTD | +102.9% | -51.5% | +154.4% | +138.6% |
| 1Y | +75.6% | -39.7% | +115.3% | +90.6% |
| All | +262.3% | -66.9% | +329.1% | +356.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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