+56.2%
SAP vs CAKE
+163.4%
-107.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.5% |
| 7D | -0.3% | -4.6% | +4.3% | +0.6% |
| 30D | +0.3% | -6.6% | +6.8% | +1.3% |
| 3M | +16.9% | +52.9% | -36.0% | +7.0% |
| 6M | +6.3% | +65.7% | -59.4% | -4.5% |
| YTD | -12.4% | +107.8% | -120.2% | -25.2% |
| 1Y | -21.6% | +78.5% | -100.1% | -31.1% |
| 3Y | +54.8% | +266.4% | -211.6% | +12.7% |
| 5Y | +56.2% | +159.6% | -103.5% | +15.9% |
| All | +56.2% | +163.4% | -107.3% | +15.9% |
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 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