+2,448.5%
SAP vs CAKE
+2,719.5%
-271.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.3% |
| 7D | +0.6% | +2.5% | -1.9% | 0.0% |
| 30D | +6.5% | -3.1% | +9.6% | +7.1% |
| 3M | +12.2% | -2.2% | +14.5% | +12.3% |
| 6M | +46.1% | +94.1% | -48.0% | +23.7% |
| YTD | -1.6% | +119.4% | -121.0% | -19.6% |
| 1Y | -5.1% | +141.4% | -146.5% | -24.3% |
| 3Y | +68.4% | +273.6% | -205.2% | +17.8% |
| 5Y | +79.4% | +177.7% | -98.3% | +30.2% |
| 10Y | +230.5% | +131.9% | +98.6% | +118.6% |
| All | +2,448.5% | +2,719.5% | -271.0% | +707.7% |
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