-7.0%
JD vs CAKE
+261.6%
-268.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -4.2% | -4.5% | +0.3% | -3.5% |
| 30D | -14.4% | -12.4% | -2.0% | -12.5% |
| 3M | -3.6% | +37.3% | -40.9% | -8.7% |
| 6M | -0.3% | +70.7% | -71.0% | -9.6% |
| YTD | -2.4% | +106.0% | -108.3% | -15.2% |
| 1Y | -18.5% | +79.7% | -98.2% | -27.5% |
| 3Y | -7.0% | +267.8% | -274.8% | -34.6% |
| All | -7.0% | +261.6% | -268.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling