+2.5%
SPGI vs CAKE
+158.4%
-156.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.0% |
| 7D | -3.1% | -4.6% | +1.5% | -2.3% |
| 30D | +2.0% | -6.6% | +8.6% | +3.0% |
| 3M | +4.3% | +52.9% | -48.6% | -3.8% |
| 6M | -0.2% | +65.7% | -66.0% | -9.6% |
| YTD | -14.8% | +107.8% | -122.6% | -26.2% |
| 1Y | -18.5% | +78.5% | -97.0% | -27.5% |
| 3Y | +16.0% | +266.4% | -250.4% | -12.7% |
| All | +2.5% | +158.4% | -156.0% | -22.2% |
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