+234.5%
CAKE vs UPST
-24.8%
+259.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | +2.5% | -10.6% | +13.1% | +3.6% |
| 30D | -3.1% | -14.0% | +10.9% | -1.7% |
| 3M | -2.2% | -36.8% | +34.6% | +2.2% |
| 6M | +94.1% | -27.5% | +121.6% | +98.9% |
| YTD | +119.4% | -55.3% | +174.7% | +134.3% |
| 1Y | +141.4% | -47.5% | +188.9% | +153.1% |
| 3Y | +273.6% | -10.4% | +284.0% | +249.8% |
| 5Y | +177.7% | -92.6% | +270.3% | +164.1% |
| All | +234.5% | -24.8% | +259.2% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling