+156.0%
CAKE vs STLA
-63.7%
+219.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -5.6% | -3.8% | -1.8% | -4.4% |
| 30D | -10.5% | -3.1% | -7.4% | -9.9% |
| 3M | +43.6% | -19.6% | +63.3% | +53.3% |
| 6M | +63.0% | -23.5% | +86.5% | +75.1% |
| YTD | +102.9% | -51.5% | +154.4% | +151.5% |
| 1Y | +75.6% | -39.7% | +115.3% | +96.3% |
| 3Y | +257.7% | -66.3% | +324.0% | +384.2% |
| 5Y | +156.0% | -63.1% | +219.1% | +194.3% |
| All | +156.0% | -63.7% | +219.7% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling