+97.5%
REGN vs CAKE
+155.4%
-58.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -5.6% | -4.5% | -1.0% | -5.2% |
| 30D | -2.0% | -12.4% | +10.5% | -1.0% |
| 3M | +28.0% | +37.3% | -9.4% | +24.5% |
| 6M | +1.2% | +70.7% | -69.6% | -3.5% |
| YTD | +1.6% | +106.0% | -104.3% | -4.5% |
| 1Y | +38.2% | +79.7% | -41.4% | +31.1% |
| 3Y | -5.4% | +267.8% | -273.1% | -14.9% |
| 5Y | +21.3% | +159.9% | -138.6% | +9.6% |
| All | +97.5% | +155.4% | -58.0% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling