+54.3%
JD vs CAKE
+208.6%
-154.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.7% | -4.0% | +2.3% | -1.0% |
| 30D | -13.2% | +2.4% | -15.6% | -13.6% |
| 3M | -3.2% | +69.0% | -72.2% | -11.9% |
| 6M | +15.2% | +69.3% | -54.1% | +4.4% |
| YTD | +2.0% | +115.8% | -113.8% | -11.6% |
| 1Y | -5.4% | +79.3% | -84.7% | -15.5% |
| 3Y | -9.1% | +262.0% | -271.1% | -29.6% |
| 5Y | -59.6% | +165.7% | -225.3% | -68.0% |
| 10Y | +26.2% | +158.9% | -132.7% | -12.4% |
| All | +54.3% | +208.6% | -154.3% | -8.2% |
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