+114.4%
JCI vs CAKE
+157.8%
-43.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +0.7% | -4.5% | +5.3% | +1.9% |
| 30D | -4.4% | -12.4% | +8.0% | -1.4% |
| 3M | +1.7% | +37.3% | -35.7% | -6.9% |
| 6M | +8.8% | +70.7% | -61.9% | -6.4% |
| YTD | +22.6% | +106.0% | -83.3% | -0.2% |
| 1Y | +36.2% | +79.7% | -43.4% | +14.6% |
| 3Y | +168.0% | +267.8% | -99.8% | +80.8% |
| All | +114.4% | +157.8% | -43.4% | +48.6% |
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