+16.5%
JD vs CAKE
+155.4%
-138.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -4.2% | -4.5% | +0.3% | -3.6% |
| 30D | -14.4% | -12.4% | -2.0% | -12.7% |
| 3M | -3.6% | +37.3% | -40.9% | -8.4% |
| 6M | -0.3% | +70.7% | -71.0% | -8.8% |
| YTD | -2.4% | +106.0% | -108.3% | -13.5% |
| 1Y | -18.5% | +79.7% | -98.2% | -26.4% |
| 3Y | -7.0% | +267.8% | -274.8% | -26.2% |
| 5Y | -61.7% | +159.9% | -221.6% | -68.8% |
| All | +16.5% | +155.4% | -138.9% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling