-40.7%
DIS vs CAKE
+152.3%
-193.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.3% |
| 7D | -1.3% | -5.6% | +4.4% | +0.5% |
| 30D | +2.2% | -10.5% | +12.7% | +5.5% |
| 3M | +8.1% | +43.6% | -35.5% | -4.4% |
| 6M | +5.2% | +63.0% | -57.8% | -11.2% |
| YTD | -6.3% | +102.9% | -109.2% | -26.9% |
| 1Y | -7.3% | +75.6% | -82.9% | -24.4% |
| 3Y | +33.8% | +257.7% | -223.9% | -17.5% |
| 5Y | -40.7% | +156.0% | -196.7% | -61.5% |
| All | -40.7% | +152.3% | -193.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling