+228.9%
CAKE vs UPST
+7.9%
+221.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -4.0% | -3.5% | -0.5% | -3.7% |
| 30D | +2.4% | -7.1% | +9.6% | +3.0% |
| 3M | +69.0% | -13.1% | +82.0% | +70.6% |
| 6M | +69.3% | -1.1% | +70.4% | +68.0% |
| YTD | +115.8% | -35.9% | +151.6% | +122.5% |
| 1Y | +79.3% | -57.4% | +136.8% | +91.5% |
| 3Y | +262.0% | -14.9% | +276.9% | +237.3% |
| 5Y | +165.7% | -88.7% | +254.3% | +143.6% |
| All | +228.9% | +7.9% | +221.0% | +208.2% |
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