+52.4%
JD vs CAKE
+213.9%
-161.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.1% |
| 7D | -4.1% | +2.5% | -6.6% | -4.6% |
| 30D | +4.6% | -3.1% | +7.7% | +5.0% |
| 3M | -4.7% | -2.2% | -2.5% | -4.7% |
| 6M | -17.4% | +94.1% | -111.4% | -26.9% |
| YTD | +0.7% | +119.4% | -118.7% | -13.2% |
| 1Y | -5.9% | +141.4% | -147.3% | -20.3% |
| 3Y | +18.9% | +273.6% | -254.7% | -8.6% |
| 5Y | -62.9% | +177.7% | -240.6% | -70.8% |
| 10Y | +32.5% | +131.9% | -99.4% | -2.8% |
| All | +52.4% | +213.9% | -161.5% | -9.9% |
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 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