-5.9%
JD vs CAKE
+141.9%
-147.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | +4.6% | -3.1% | +7.7% | +4.8% |
| 3M | -4.7% | -2.2% | -2.5% | -4.7% |
| 6M | -17.4% | +94.1% | -111.4% | -19.8% |
| YTD | +0.7% | +119.4% | -118.7% | -8.2% |
| 1Y | -5.9% | +141.4% | -147.3% | -16.9% |
| All | -5.9% | +141.9% | -147.7% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling