-10.1%
DIS vs CAKE
+76.8%
-86.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | -4.0% | +1.4% | -2.1% |
| 30D | +3.5% | +2.4% | +1.1% | +3.1% |
| 3M | +6.8% | +69.0% | -62.1% | -1.3% |
| 6M | +3.0% | +69.3% | -66.3% | -5.3% |
| YTD | -6.7% | +115.8% | -122.5% | -17.4% |
| 1Y | -10.1% | +79.3% | -89.4% | -18.4% |
| All | -10.1% | +76.8% | -86.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling