+282.6%
SPGI vs CAKE
+151.6%
+131.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -8.9% | -5.6% | -3.3% | -8.1% |
| 30D | +0.6% | -10.5% | +11.2% | +2.3% |
| 3M | +2.0% | +43.6% | -41.7% | -4.3% |
| 6M | +0.1% | +63.0% | -63.0% | -8.3% |
| YTD | -16.4% | +102.9% | -119.3% | -26.2% |
| 1Y | -18.9% | +75.6% | -94.6% | -26.9% |
| 3Y | +13.8% | +257.7% | -244.0% | -10.5% |
| 5Y | +0.5% | +156.0% | -155.5% | -18.7% |
| All | +282.6% | +151.6% | +131.0% | +168.4% |
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