+133.6%
SLB vs CAKE
+152.3%
-18.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.4% |
| 7D | -2.4% | -5.6% | +3.2% | -1.4% |
| 30D | +4.9% | -10.5% | +15.4% | +6.8% |
| 3M | +1.4% | +43.6% | -42.2% | -5.8% |
| 6M | +17.6% | +63.0% | -45.4% | +6.2% |
| YTD | +48.3% | +102.9% | -54.6% | +28.2% |
| 1Y | +58.7% | +75.6% | -16.9% | +40.5% |
| 3Y | +0.6% | +257.7% | -257.2% | -21.2% |
| 5Y | +133.6% | +156.0% | -22.4% | +91.2% |
| All | +133.6% | +152.3% | -18.7% | +91.2% |
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