+42.2%
LUV vs CAKE
+261.6%
-219.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | -1.0% | -4.5% | +3.6% | +0.7% |
| 30D | -12.4% | -12.4% | +0.1% | -8.2% |
| 3M | -11.0% | +37.3% | -48.3% | -22.4% |
| 6M | -5.0% | +70.7% | -75.7% | -24.6% |
| YTD | -3.8% | +106.0% | -109.8% | -29.0% |
| 1Y | +25.9% | +79.7% | -53.7% | -2.6% |
| 3Y | +42.2% | +267.8% | -225.5% | -18.7% |
| All | +42.2% | +261.6% | -219.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling