+8,203.8%
REGN vs CAKE
+3,831.8%
+4,372.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -5.6% | -4.5% | -1.0% | -4.6% |
| 30D | -2.0% | -12.4% | +10.5% | +0.9% |
| 3M | +28.0% | +37.3% | -9.4% | +18.0% |
| 6M | +1.2% | +70.7% | -69.6% | -11.9% |
| YTD | +1.6% | +106.0% | -104.3% | -15.6% |
| 1Y | +38.2% | +79.7% | -41.4% | +18.1% |
| 3Y | -5.4% | +267.8% | -273.1% | -33.6% |
| 5Y | +21.3% | +159.9% | -138.6% | -12.2% |
| 10Y | +105.2% | +154.3% | -49.1% | +24.2% |
| All | +8,203.8% | +3,831.8% | +4,372.0% | +2,210.0% |
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