+2,194.5%
SAP vs CAKE
+2,662.9%
-468.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +2.6% | +0.4% | +2.2% | +2.2% |
| 3M | +16.3% | +59.9% | -43.7% | +3.5% |
| 6M | +6.4% | +75.1% | -68.7% | -7.6% |
| YTD | -11.4% | +115.0% | -126.4% | -27.1% |
| 1Y | -20.4% | +81.6% | -102.0% | -32.0% |
| 3Y | +56.5% | +279.1% | -222.6% | +9.2% |
| 5Y | +56.8% | +170.6% | -113.9% | +14.4% |
| 10Y | +176.2% | +160.3% | +15.9% | +77.4% |
| All | +2,194.5% | +2,662.9% | -468.4% | +632.8% |
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