+3,121.9%
JCI vs CAKE
+3,772.9%
-651.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.9% |
| 7D | +0.4% | -5.6% | +6.0% | +1.7% |
| 30D | -7.7% | -10.5% | +2.8% | -5.6% |
| 3M | +2.8% | +43.6% | -40.9% | -5.6% |
| 6M | +7.2% | +63.0% | -55.8% | -4.6% |
| YTD | +20.0% | +102.9% | -82.9% | +1.5% |
| 1Y | +33.3% | +75.6% | -42.4% | +15.9% |
| 3Y | +161.3% | +257.7% | -96.4% | +91.6% |
| 5Y | +108.8% | +156.0% | -47.2% | +59.7% |
| 10Y | +334.6% | +150.5% | +184.0% | +199.6% |
| All | +3,121.9% | +3,772.9% | -651.0% | +1,194.0% |
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