+151.5%
CAKE vs URA
+346.2%
-194.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.4% |
| 7D | -4.5% | -5.5% | +1.0% | -3.2% |
| 30D | -12.4% | -3.7% | -8.7% | -11.8% |
| 3M | +37.3% | -2.9% | +40.2% | +37.2% |
| 6M | +70.7% | -15.2% | +86.0% | +74.9% |
| YTD | +106.0% | +1.9% | +104.1% | +98.1% |
| 1Y | +79.7% | +6.9% | +72.7% | +67.2% |
| 3Y | +267.8% | +99.6% | +168.2% | +168.8% |
| 5Y | +159.9% | +101.2% | +58.7% | +78.8% |
| All | +151.5% | +346.2% | -194.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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