+1,122.9%
SCHG vs CAKE
+516.7%
+606.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.5% |
| 7D | -1.0% | -4.5% | +3.5% | 0.0% |
| 30D | -1.3% | -12.4% | +11.2% | +1.6% |
| 3M | +5.4% | +37.3% | -31.9% | -2.7% |
| 6M | +14.4% | +70.7% | -56.3% | -0.2% |
| YTD | +8.0% | +106.0% | -98.0% | -10.1% |
| 1Y | +12.7% | +79.7% | -66.9% | -3.5% |
| 3Y | +85.6% | +267.8% | -182.2% | +31.0% |
| 5Y | +85.5% | +159.9% | -74.4% | +37.4% |
| 10Y | +456.0% | +154.3% | +301.7% | +254.5% |
| All | +1,122.9% | +516.7% | +606.2% | +435.5% |
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