+1,254.2%
DIS vs CAKE
+3,976.8%
-2,722.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | +0.9% | -3.8% | +4.7% | +1.8% |
| 30D | +8.9% | -5.2% | +14.1% | +10.1% |
| 3M | +14.5% | -9.2% | +23.8% | +16.7% |
| 6M | +12.2% | +76.6% | -64.4% | -3.3% |
| YTD | +4.7% | +113.6% | -108.9% | -14.3% |
| 1Y | +2.8% | +134.3% | -131.5% | -17.8% |
| 3Y | +38.1% | +271.2% | -233.0% | -3.0% |
| 5Y | -23.6% | +170.3% | -193.9% | -43.6% |
| 10Y | +31.4% | +125.7% | -94.3% | -9.7% |
| All | +1,254.2% | +3,976.8% | -2,722.6% | +463.7% |
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 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