+2,243.5%
JHX vs CAKE
+629.5%
+1,614.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -6.3% | -4.5% | -1.8% | -5.2% |
| 30D | -7.7% | -12.4% | +4.7% | -4.7% |
| 3M | +19.2% | +37.3% | -18.2% | +9.2% |
| 6M | +38.3% | +70.7% | -32.4% | +19.8% |
| YTD | +37.2% | +106.0% | -68.8% | +13.1% |
| 1Y | +42.3% | +79.7% | -37.4% | +21.2% |
| 3Y | -4.4% | +267.8% | -272.2% | -33.2% |
| 5Y | -26.4% | +159.9% | -186.3% | -45.7% |
| 10Y | +106.3% | +154.3% | -48.1% | +33.3% |
| All | +2,243.5% | +629.5% | +1,614.0% | +984.2% |
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