+1,045.4%
ILMN vs CAKE
+899.3%
+146.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +1.2% | -4.0% | +5.2% | +2.5% |
| 30D | +9.2% | +2.4% | +6.7% | +8.0% |
| 3M | +29.8% | +69.0% | -39.1% | +8.8% |
| 6M | +69.2% | +69.3% | -0.1% | +41.0% |
| YTD | +66.4% | +115.8% | -49.4% | +27.7% |
| 1Y | +123.4% | +79.3% | +44.1% | +81.3% |
| 3Y | +33.2% | +262.0% | -228.9% | -14.6% |
| 5Y | -52.0% | +165.7% | -217.6% | -67.4% |
| 10Y | +33.6% | +158.9% | -125.3% | -25.5% |
| All | +1,045.4% | +899.3% | +146.0% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling