+81.6%
KO vs CAKE
+153.9%
-72.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -1.1% | -5.6% | +4.5% | -0.7% |
| 30D | +1.6% | -10.5% | +12.1% | +2.3% |
| 3M | +5.8% | +43.6% | -37.9% | +3.1% |
| 6M | +14.3% | +63.0% | -48.8% | +10.3% |
| YTD | +27.3% | +102.9% | -75.6% | +21.1% |
| 1Y | +33.2% | +75.6% | -42.5% | +27.7% |
| 3Y | +64.5% | +257.7% | -193.2% | +47.9% |
| All | +81.6% | +153.9% | -72.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling