-54.1%
ILMN vs CAKE
+163.4%
-217.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.7% |
| 7D | -3.9% | -4.6% | +0.7% | -2.2% |
| 30D | +6.9% | -6.6% | +13.5% | +9.2% |
| 3M | +28.1% | +52.9% | -24.8% | +7.8% |
| 6M | +65.0% | +65.7% | -0.8% | +33.5% |
| YTD | +56.3% | +107.8% | -51.5% | +14.6% |
| 1Y | +108.7% | +78.5% | +30.2% | +62.1% |
| 3Y | +33.1% | +266.4% | -233.3% | -24.1% |
| 5Y | -54.1% | +159.6% | -213.7% | -74.1% |
| All | -54.1% | +163.4% | -217.6% | -74.1% |
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