+143.8%
IBM vs CAKE
+155.4%
-11.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.4% | +3.7% |
| 7D | +3.6% | -4.5% | +8.1% | +4.5% |
| 30D | +3.1% | -12.4% | +15.5% | +5.7% |
| 3M | -10.8% | +37.3% | -48.2% | -17.0% |
| 6M | -0.8% | +70.7% | -71.5% | -12.1% |
| YTD | -16.2% | +106.0% | -122.2% | -28.8% |
| 1Y | -2.9% | +79.7% | -82.5% | -15.3% |
| 3Y | +79.8% | +267.8% | -187.9% | +32.5% |
| 5Y | +124.9% | +159.9% | -35.0% | +71.9% |
| All | +143.8% | +155.4% | -11.6% | +56.7% |
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