+632.8%
LYB vs CAKE
+364.2%
+268.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.5% |
| 7D | +0.3% | -4.5% | +4.8% | +1.9% |
| 30D | +2.5% | -12.4% | +14.9% | +7.1% |
| 3M | +1.4% | +37.3% | -36.0% | -10.7% |
| 6M | -3.5% | +70.7% | -74.2% | -23.0% |
| YTD | +52.0% | +106.0% | -54.0% | +12.3% |
| 1Y | +22.1% | +79.7% | -57.6% | -5.2% |
| 3Y | -22.8% | +267.8% | -290.5% | -56.1% |
| 5Y | -3.4% | +159.9% | -163.3% | -41.3% |
| 10Y | +47.4% | +154.3% | -107.0% | -27.8% |
| All | +632.8% | +364.2% | +268.6% | +139.4% |
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