+1,690.7%
KO vs CAKE
+3,772.9%
-2,082.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -1.1% | -5.6% | +4.5% | -0.4% |
| 30D | +1.6% | -10.5% | +12.1% | +2.8% |
| 3M | +5.8% | +43.6% | -37.9% | +1.0% |
| 6M | +14.3% | +63.0% | -48.8% | +7.3% |
| YTD | +27.3% | +102.9% | -75.6% | +16.2% |
| 1Y | +33.2% | +75.6% | -42.5% | +23.5% |
| 3Y | +64.5% | +257.7% | -193.2% | +37.5% |
| 5Y | +83.1% | +156.0% | -72.9% | +55.9% |
| 10Y | +183.9% | +150.5% | +33.4% | +125.3% |
| All | +1,690.7% | +3,772.9% | -2,082.2% | +868.4% |
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 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