+152.2%
CAKE vs ZCMD
-100.0%
+252.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.6% | +1.5% |
| 7D | -4.5% | -5.4% | +0.9% | -4.5% |
| 30D | -12.4% | -24.8% | +12.3% | -12.5% |
| 3M | +37.3% | -62.8% | +100.1% | +37.9% |
| 6M | +70.7% | -99.5% | +170.2% | +78.1% |
| YTD | +106.0% | -99.8% | +205.7% | +117.3% |
| 1Y | +79.7% | -99.9% | +179.6% | +92.6% |
| 3Y | +267.8% | -100.0% | +367.8% | +311.4% |
| All | +152.2% | -100.0% | +252.2% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling