+116.3%
IBM vs CAKE
+152.3%
-36.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -0.3% | -5.6% | +5.3% | +0.5% |
| 30D | -1.8% | -10.5% | +8.7% | -0.4% |
| 3M | -13.5% | +43.6% | -57.1% | -18.4% |
| 6M | -5.1% | +63.0% | -68.1% | -12.5% |
| YTD | -19.4% | +102.9% | -122.3% | -28.3% |
| 1Y | -6.5% | +75.6% | -82.2% | -15.1% |
| 3Y | +73.8% | +257.7% | -183.9% | +42.5% |
| 5Y | +116.3% | +156.0% | -39.7% | +82.3% |
| All | +116.3% | +152.3% | -36.0% | +82.3% |
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