+1,262.7%
DIS vs CAKE
+4,088.6%
-2,825.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | 0.0% |
| 7D | +1.9% | +2.5% | -0.6% | +1.3% |
| 30D | +9.2% | -3.1% | +12.2% | +9.8% |
| 3M | +13.5% | -2.2% | +15.7% | +13.7% |
| 6M | +14.3% | +94.1% | -79.8% | -3.7% |
| YTD | +5.4% | +119.4% | -114.1% | -14.3% |
| 1Y | +12.2% | +141.4% | -129.2% | -11.0% |
| 3Y | +37.2% | +273.6% | -236.4% | -3.8% |
| 5Y | -23.1% | +177.7% | -200.8% | -43.6% |
| 10Y | +32.2% | +131.9% | -99.7% | -9.7% |
| All | +1,262.7% | +4,088.6% | -2,825.9% | +463.5% |
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 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