+21,168.9%
LLY vs CAKE
+4,088.6%
+17,080.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +0.9% |
| 7D | +6.7% | +2.5% | +4.3% | +6.4% |
| 30D | +19.6% | -3.1% | +22.6% | +20.0% |
| 3M | +19.7% | -2.2% | +21.9% | +19.8% |
| 6M | +42.7% | +94.1% | -51.3% | +31.1% |
| YTD | +35.1% | +119.4% | -84.3% | +21.9% |
| 1Y | +42.2% | +141.4% | -99.2% | +26.8% |
| 3Y | +140.8% | +273.6% | -132.8% | +100.9% |
| 5Y | +480.6% | +177.7% | +302.9% | +389.9% |
| 10Y | +2,061.9% | +131.9% | +1,930.0% | +1,620.7% |
| All | +21,168.9% | +4,088.6% | +17,080.3% | +11,181.6% |
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