+192.5%
JNJ vs CAKE
+155.4%
+37.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -3.5% | -4.5% | +1.0% | -3.2% |
| 30D | +2.3% | -12.4% | +14.8% | +3.3% |
| 3M | +12.0% | +37.3% | -25.4% | +9.0% |
| 6M | +10.5% | +70.7% | -60.3% | +5.5% |
| YTD | +30.4% | +106.0% | -75.6% | +22.6% |
| 1Y | +52.1% | +79.7% | -27.5% | +44.4% |
| 3Y | +77.8% | +267.8% | -190.0% | +56.6% |
| 5Y | +82.9% | +159.9% | -77.0% | +63.6% |
| All | +192.5% | +155.4% | +37.1% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling