+590.9%
JPM vs CAKE
+155.4%
+435.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.3% |
| 7D | -0.7% | -4.5% | +3.9% | +0.6% |
| 30D | -2.5% | -12.4% | +10.0% | +1.0% |
| 3M | +14.1% | +37.3% | -23.2% | +3.3% |
| 6M | +25.1% | +70.7% | -45.6% | +5.8% |
| YTD | +12.1% | +106.0% | -93.9% | -10.5% |
| 1Y | +18.8% | +79.7% | -60.8% | -1.8% |
| 3Y | +163.4% | +267.8% | -104.4% | +71.7% |
| 5Y | +156.5% | +159.9% | -3.3% | +76.8% |
| All | +590.9% | +155.4% | +435.4% | +277.4% |
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 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