+16,814.4%
LLY vs CAKE
+4,018.7%
+12,795.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.7% |
| 30D | -1.6% | +2.4% | -4.0% | -2.0% |
| 3M | +2.3% | +69.0% | -66.7% | -4.3% |
| 6M | +14.9% | +69.3% | -54.4% | +7.3% |
| YTD | +7.5% | +115.8% | -108.3% | -2.7% |
| 1Y | +55.7% | +79.3% | -23.7% | +43.8% |
| 3Y | +110.6% | +262.0% | -151.4% | +76.3% |
| 5Y | +363.4% | +165.7% | +197.8% | +292.6% |
| 10Y | +1,649.0% | +158.9% | +1,490.1% | +1,271.0% |
| All | +16,814.4% | +4,018.7% | +12,795.7% | +8,899.0% |
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