+2,093.6%
CMCSA vs CAKE
+3,866.7%
-1,773.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.3% | -5.9% |
| 7D | -8.3% | -4.6% | -3.7% | -7.4% |
| 30D | -2.4% | -6.6% | +4.1% | -1.1% |
| 3M | +4.5% | +52.9% | -48.4% | -4.6% |
| 6M | -18.8% | +65.7% | -84.5% | -27.4% |
| YTD | -8.9% | +107.8% | -116.7% | -22.5% |
| 1Y | -18.3% | +78.5% | -96.8% | -28.4% |
| 3Y | -35.0% | +266.4% | -301.3% | -51.9% |
| 5Y | -48.2% | +159.6% | -207.8% | -60.1% |
| 10Y | +4.6% | +156.6% | -152.0% | -27.7% |
| All | +2,093.6% | +3,866.7% | -1,773.1% | +756.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling