+32,500.9%
MSFT vs CAKE
+4,004.5%
+28,496.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | -1.0% | +0.4% | -1.4% | -1.3% |
| 3M | +20.2% | +59.9% | -39.7% | +9.1% |
| 6M | +21.3% | +75.1% | -53.8% | +7.9% |
| YTD | +2.8% | +115.0% | -112.2% | -12.5% |
| 1Y | 0.0% | +81.6% | -81.6% | -12.4% |
| 3Y | +51.2% | +279.1% | -227.9% | +11.8% |
| 5Y | +71.4% | +170.6% | -99.2% | +31.6% |
| 10Y | +868.6% | +160.3% | +708.3% | +566.8% |
| All | +32,500.9% | +4,004.5% | +28,496.4% | +12,700.0% |
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