-23.6%
DIS vs CAKE
+170.5%
-194.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.2% |
| 7D | +0.9% | -3.8% | +4.7% | +2.0% |
| 30D | +8.9% | -5.2% | +14.1% | +10.5% |
| 3M | +14.5% | -9.2% | +23.8% | +17.3% |
| 6M | +12.2% | +76.6% | -64.4% | -7.8% |
| YTD | +4.7% | +113.6% | -108.9% | -20.0% |
| 1Y | +2.8% | +134.3% | -131.5% | -24.1% |
| 3Y | +38.1% | +271.2% | -233.0% | -16.2% |
| 5Y | -23.6% | +170.3% | -193.9% | -50.3% |
| All | -23.6% | +170.5% | -194.1% | -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 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