+22.7%
DIS vs CAKE
+151.6%
-128.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.2% |
| 7D | -1.3% | -5.6% | +4.4% | +0.3% |
| 30D | +2.2% | -10.5% | +12.7% | +5.3% |
| 3M | +8.1% | +43.6% | -35.5% | -3.3% |
| 6M | +5.2% | +63.0% | -57.8% | -9.8% |
| YTD | -6.3% | +102.9% | -109.2% | -24.9% |
| 1Y | -7.3% | +75.6% | -82.9% | -22.8% |
| 3Y | +33.8% | +257.7% | -223.9% | -11.7% |
| 5Y | -40.7% | +156.0% | -196.7% | -58.5% |
| All | +22.7% | +151.6% | -128.9% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling