+36.2%
ILMN vs CAKE
+264.8%
-228.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.7% |
| 7D | -3.9% | -4.6% | +0.7% | -2.3% |
| 30D | +6.9% | -6.6% | +13.5% | +9.1% |
| 3M | +28.1% | +52.9% | -24.8% | +7.5% |
| 6M | +65.0% | +65.7% | -0.8% | +33.0% |
| YTD | +56.3% | +107.8% | -51.5% | +12.6% |
| 1Y | +108.7% | +78.5% | +30.2% | +60.5% |
| All | +36.2% | +264.8% | -228.6% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling