+9,033.2%
JPM vs CAKE
+3,772.9%
+5,260.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.4% |
| 7D | -2.3% | -5.6% | +3.3% | -0.6% |
| 30D | -2.3% | -10.5% | +8.2% | +0.8% |
| 3M | +14.9% | +43.6% | -28.7% | +1.5% |
| 6M | +23.6% | +63.0% | -39.4% | +4.3% |
| YTD | +11.3% | +102.9% | -91.6% | -12.6% |
| 1Y | +19.9% | +75.6% | -55.7% | -2.0% |
| 3Y | +162.6% | +257.7% | -95.1% | +66.4% |
| 5Y | +154.6% | +156.0% | -1.4% | +70.1% |
| 10Y | +589.9% | +150.5% | +439.4% | +300.4% |
| All | +9,033.2% | +3,772.9% | +5,260.3% | +2,478.5% |
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