+186.8%
LQD vs CAKE
+454.0%
-267.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.1% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | -1.3% | -12.4% | +11.2% | -1.1% |
| 3M | -3.2% | +37.3% | -40.5% | -3.8% |
| 6M | -2.1% | +70.7% | -72.8% | -3.1% |
| YTD | -2.4% | +106.0% | -108.3% | -3.7% |
| 1Y | -2.7% | +79.7% | -82.3% | -3.8% |
| 3Y | +14.2% | +267.8% | -253.6% | +11.4% |
| 5Y | -5.8% | +159.9% | -165.7% | -8.0% |
| 10Y | +22.2% | +154.3% | -132.2% | +18.1% |
| All | +186.8% | +454.0% | -267.2% | +172.9% |
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