+371.6%
CAKE vs URA
-29.0%
+400.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -1.1% |
| 7D | -1.1% | +8.1% | -9.2% | -3.0% |
| 30D | +0.4% | +5.8% | -5.3% | -1.2% |
| 3M | +59.9% | +3.4% | +56.5% | +57.2% |
| 6M | +75.1% | -2.6% | +77.7% | +72.9% |
| YTD | +115.0% | +11.2% | +103.9% | +103.0% |
| 1Y | +81.6% | +19.8% | +61.8% | +65.2% |
| 3Y | +279.1% | +121.5% | +157.7% | +178.4% |
| 5Y | +170.6% | +134.5% | +36.2% | +86.2% |
| 10Y | +160.3% | +376.7% | -216.4% | +34.5% |
| All | +371.6% | -29.0% | +400.5% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling