-33.7%
CMCSA vs CAKE
+261.6%
-295.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -4.9% | -4.5% | -0.3% | -4.0% |
| 30D | -1.1% | -12.4% | +11.4% | +1.4% |
| 3M | +6.6% | +37.3% | -30.8% | +0.1% |
| 6M | -15.5% | +70.7% | -86.2% | -24.1% |
| YTD | -6.7% | +106.0% | -112.7% | -19.6% |
| 1Y | -15.6% | +79.7% | -95.2% | -25.6% |
| 3Y | -33.7% | +267.8% | -301.5% | -50.3% |
| All | -33.7% | +261.6% | -295.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 3y: compounded portfolio wealth divided by compounded CAKE 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…
3y analysis · Full analysis span regression · 6 months rolling