+51.2%
JNJ vs CAKE
+147.7%
-96.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +3.8% |
| 7D | +1.9% | +9.1% | -7.2% | +2.0% |
| 30D | +9.2% | +5.8% | +3.4% | +9.2% |
| 3M | +8.9% | +9.3% | -0.4% | +8.9% |
| 6M | +24.6% | +96.1% | -71.5% | +23.4% |
| YTD | +35.7% | +131.4% | -95.8% | +33.4% |
| 1Y | +51.2% | +146.1% | -94.9% | +48.4% |
| All | +51.2% | +147.7% | -96.5% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling