-61.8%
JD vs CAKE
+152.3%
-214.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.7% |
| 7D | -2.6% | -5.6% | +3.0% | -1.2% |
| 30D | -15.4% | -10.5% | -4.8% | -13.0% |
| 3M | -5.0% | +43.6% | -48.7% | -13.9% |
| 6M | +0.9% | +63.0% | -62.1% | -12.1% |
| YTD | -2.5% | +102.9% | -105.4% | -20.5% |
| 1Y | -16.0% | +75.6% | -91.6% | -28.9% |
| 3Y | -8.5% | +257.7% | -266.3% | -40.7% |
| 5Y | -61.8% | +156.0% | -217.8% | -75.5% |
| All | -61.8% | +152.3% | -214.1% | -75.5% |
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