+1,365.7%
LUV vs CAKE
+3,831.8%
-2,466.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | -1.0% | -4.5% | +3.6% | +0.4% |
| 30D | -12.4% | -12.4% | +0.1% | -9.0% |
| 3M | -11.0% | +37.3% | -48.3% | -19.6% |
| 6M | -5.0% | +70.7% | -75.7% | -19.6% |
| YTD | -3.8% | +106.0% | -109.8% | -22.9% |
| 1Y | +25.9% | +79.7% | -53.7% | +4.7% |
| 3Y | +42.2% | +267.8% | -225.5% | -5.5% |
| 5Y | -10.8% | +159.9% | -170.7% | -36.2% |
| 10Y | +19.0% | +154.3% | -135.4% | -22.5% |
| All | +1,365.7% | +3,831.8% | -2,466.2% | +415.4% |
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