+371.7%
CAKE vs VYM
+488.1%
-116.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.7% |
| 7D | -4.5% | -0.8% | -3.7% | -3.5% |
| 30D | -12.4% | -2.2% | -10.2% | -9.8% |
| 3M | +37.3% | +3.1% | +34.3% | +32.0% |
| 6M | +70.7% | +9.7% | +61.0% | +51.6% |
| YTD | +106.0% | +14.9% | +91.1% | +73.0% |
| 1Y | +79.7% | +17.6% | +62.1% | +46.7% |
| 3Y | +267.8% | +65.3% | +202.5% | +98.5% |
| 5Y | +159.9% | +78.7% | +81.2% | +28.8% |
| 10Y | +154.3% | +208.2% | -53.9% | -27.8% |
| All | +371.7% | +488.1% | -116.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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