+24,442.3%
SCHW vs CAKE
+3,772.9%
+20,669.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.5% |
| 7D | -2.8% | -5.6% | +2.9% | -0.9% |
| 30D | -0.1% | -10.5% | +10.5% | +3.4% |
| 3M | +20.6% | +43.6% | -23.1% | +5.7% |
| 6M | +15.9% | +63.0% | -47.1% | -3.2% |
| YTD | +8.5% | +102.9% | -94.4% | -16.1% |
| 1Y | +17.8% | +75.6% | -57.8% | -4.9% |
| 3Y | +88.5% | +257.7% | -169.2% | +15.1% |
| 5Y | +60.6% | +156.0% | -95.4% | +4.9% |
| 10Y | +298.0% | +150.5% | +147.5% | +122.9% |
| All | +24,442.3% | +3,772.9% | +20,669.4% | +5,675.8% |
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