+21.2%
ILMN vs CAKE
+151.6%
-130.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.3% |
| 7D | -9.2% | -5.6% | -3.6% | -8.1% |
| 30D | +4.4% | -10.5% | +14.9% | +6.6% |
| 3M | +23.9% | +43.6% | -19.8% | +14.1% |
| 6M | +64.5% | +63.0% | +1.5% | +46.9% |
| YTD | +53.5% | +102.9% | -49.4% | +30.3% |
| 1Y | +110.8% | +75.6% | +35.1% | +84.3% |
| 3Y | +30.7% | +257.7% | -227.1% | -1.1% |
| 5Y | -54.8% | +156.0% | -210.8% | -64.9% |
| All | +21.2% | +151.6% | -130.4% | -14.4% |
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