+196.3%
CAKE vs ZCMD
-100.0%
+296.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -5.6% | -2.0% | -3.6% | -5.6% |
| 30D | -10.5% | -19.8% | +9.3% | -10.5% |
| 3M | +43.6% | -62.1% | +105.7% | +43.4% |
| 6M | +63.0% | -99.5% | +162.5% | +74.3% |
| YTD | +102.9% | -99.7% | +202.6% | +120.5% |
| 1Y | +75.6% | -99.9% | +175.5% | +95.2% |
| 3Y | +257.7% | -100.0% | +357.7% | +326.3% |
| 5Y | +156.0% | -100.0% | +256.0% | +204.9% |
| All | +196.3% | -100.0% | +296.3% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling