+607.8%
CAKE vs VCLT
+100.6%
+507.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.5% | -1.4% | -3.2% | -4.3% |
| 30D | -12.4% | -1.2% | -11.3% | -12.3% |
| 3M | +37.3% | -4.8% | +42.1% | +38.4% |
| 6M | +70.7% | -2.6% | +73.3% | +71.4% |
| YTD | +106.0% | -3.3% | +109.3% | +107.1% |
| 1Y | +79.7% | -4.8% | +84.5% | +81.0% |
| 3Y | +267.8% | +11.5% | +256.3% | +264.0% |
| 5Y | +159.9% | -17.0% | +176.9% | +150.6% |
| 10Y | +154.3% | +16.7% | +137.6% | +173.9% |
| All | +607.8% | +100.6% | +507.1% | +925.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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