+107.9%
ILMN vs CAKE
+78.0%
+29.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -5.4% | -4.5% | -0.9% | -4.8% |
| 30D | +7.0% | -12.4% | +19.5% | +8.8% |
| 3M | +24.2% | +37.3% | -13.1% | +17.2% |
| 6M | +69.9% | +70.7% | -0.8% | +52.0% |
| YTD | +57.4% | +106.0% | -48.6% | +28.3% |
| 1Y | +107.9% | +79.7% | +28.2% | +71.7% |
| All | +107.9% | +78.0% | +29.9% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling