-23.0%
IDXX vs CAKE
+157.8%
-180.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -5.7% | -4.5% | -1.2% | -4.5% |
| 30D | -11.5% | -12.4% | +0.9% | -8.4% |
| 3M | -9.5% | +37.3% | -46.9% | -17.7% |
| 6M | -16.0% | +70.7% | -86.7% | -28.5% |
| YTD | -25.4% | +106.0% | -131.4% | -39.9% |
| 1Y | -21.8% | +79.7% | -101.4% | -34.8% |
| 3Y | +7.0% | +267.8% | -260.7% | -30.6% |
| All | -23.0% | +157.8% | -180.8% | -48.7% |
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 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