+209.3%
CAKE vs UPST
-3.5%
+212.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.1% |
| 7D | -5.6% | -12.0% | +6.4% | -4.4% |
| 30D | -10.5% | -16.0% | +5.5% | -9.1% |
| 3M | +43.6% | -17.2% | +60.8% | +45.8% |
| 6M | +63.0% | -10.9% | +73.9% | +63.5% |
| YTD | +102.9% | -42.6% | +145.5% | +111.5% |
| 1Y | +75.6% | -59.8% | +135.4% | +88.8% |
| 3Y | +257.7% | -17.9% | +275.6% | +234.9% |
| 5Y | +156.0% | -90.7% | +246.7% | +137.7% |
| All | +209.3% | -3.5% | +212.7% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling