+316.2%
CAKE vs VIG
+610.7%
-294.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -5.6% | -2.2% | -3.4% | -2.8% |
| 30D | -10.5% | -3.2% | -7.3% | -6.6% |
| 3M | +43.6% | +3.0% | +40.6% | +38.0% |
| 6M | +63.0% | +8.1% | +54.9% | +47.1% |
| YTD | +102.9% | +9.1% | +93.8% | +81.3% |
| 1Y | +75.6% | +12.6% | +63.1% | +50.7% |
| 3Y | +257.7% | +55.4% | +202.3% | +104.3% |
| 5Y | +156.0% | +62.8% | +93.2% | +39.1% |
| 10Y | +150.5% | +246.6% | -96.0% | -42.8% |
| All | +316.2% | +610.7% | -294.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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