+4,605.1%
JNJ vs CAKE
+3,772.9%
+832.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -4.3% | -5.6% | +1.3% | -3.8% |
| 30D | +3.0% | -10.5% | +13.6% | +4.0% |
| 3M | +12.2% | +43.6% | -31.4% | +8.3% |
| 6M | +10.5% | +63.0% | -52.6% | +5.2% |
| YTD | +30.8% | +102.9% | -72.1% | +21.8% |
| 1Y | +54.9% | +75.6% | -20.7% | +46.1% |
| 3Y | +80.7% | +257.7% | -177.1% | +57.2% |
| 5Y | +83.4% | +156.0% | -72.6% | +61.6% |
| 10Y | +195.7% | +150.5% | +45.1% | +144.9% |
| All | +4,605.1% | +3,772.9% | +832.2% | +2,712.3% |
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