+73.9%
MSFT vs CAKE
+157.8%
-83.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -0.8% | -4.5% | +3.7% | -0.1% |
| 30D | +0.8% | -12.4% | +13.3% | +2.9% |
| 3M | +27.2% | +37.3% | -10.1% | +20.2% |
| 6M | +22.9% | +70.7% | -47.8% | +11.6% |
| YTD | +3.1% | +106.0% | -102.8% | -9.9% |
| 1Y | -0.3% | +79.7% | -79.9% | -10.8% |
| 3Y | +50.1% | +267.8% | -217.7% | +11.9% |
| All | +73.9% | +157.8% | -83.9% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling