+479.0%
CAKE vs STLA
+252.7%
+226.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +0.4% | -2.4% | +2.8% | +0.7% |
| 3M | +59.9% | -23.9% | +83.8% | +69.7% |
| 6M | +75.1% | -24.6% | +99.7% | +85.2% |
| YTD | +115.0% | -50.5% | +165.5% | +148.9% |
| 1Y | +81.6% | -39.8% | +121.5% | +98.6% |
| 3Y | +279.1% | -65.6% | +344.7% | +364.2% |
| 5Y | +170.6% | -62.1% | +232.7% | +218.7% |
| 10Y | +160.3% | +47.8% | +112.5% | +151.1% |
| All | +479.0% | +252.7% | +226.4% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling