+737.9%
CAKE vs VT
+374.2%
+363.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.0% | +0.4% | -4.5% | -4.5% |
| 30D | +2.4% | +1.0% | +1.5% | +1.3% |
| 3M | +69.0% | +2.4% | +66.6% | +63.6% |
| 6M | +69.3% | +12.0% | +57.3% | +48.9% |
| YTD | +115.8% | +15.3% | +100.4% | +84.0% |
| 1Y | +79.3% | +22.6% | +56.8% | +43.2% |
| 3Y | +262.0% | +74.7% | +187.4% | +100.9% |
| 5Y | +165.7% | +66.1% | +99.5% | +57.5% |
| 10Y | +158.9% | +225.0% | -66.1% | -15.4% |
| All | +737.9% | +374.2% | +363.7% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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