-5.8%
SLB vs CAKE
+155.4%
-161.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -2.5% | -4.5% | +2.0% | -1.2% |
| 30D | +7.1% | -12.4% | +19.5% | +11.3% |
| 3M | +0.6% | +37.3% | -36.7% | -9.7% |
| 6M | +17.6% | +70.7% | -53.1% | -2.1% |
| YTD | +48.5% | +106.0% | -57.5% | +16.1% |
| 1Y | +59.4% | +79.7% | -20.3% | +29.6% |
| 3Y | -0.4% | +267.8% | -268.1% | -37.4% |
| 5Y | +133.8% | +159.9% | -26.1% | +54.5% |
| All | -5.8% | +155.4% | -161.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling