+59.5%
SCHW vs CAKE
+157.8%
-98.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -1.9% | -4.5% | +2.7% | -0.8% |
| 30D | -1.6% | -12.4% | +10.8% | +1.5% |
| 3M | +21.3% | +37.3% | -16.1% | +10.9% |
| 6M | +16.5% | +70.7% | -54.2% | 0.0% |
| YTD | +8.4% | +106.0% | -97.6% | -11.9% |
| 1Y | +15.6% | +79.7% | -64.0% | -2.7% |
| 3Y | +86.8% | +267.8% | -180.9% | +22.7% |
| All | +59.5% | +157.8% | -98.3% | +13.3% |
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