+13.7%
SPGI vs CAKE
+173.4%
-159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.6% |
| 7D | +1.2% | +2.5% | -1.2% | +0.8% |
| 30D | +15.9% | -3.1% | +19.0% | +16.4% |
| 3M | +12.3% | -2.2% | +14.5% | +12.4% |
| 6M | +23.7% | +94.1% | -70.4% | +8.5% |
| YTD | -3.5% | +119.4% | -123.0% | -17.7% |
| 1Y | +0.4% | +141.4% | -141.0% | -16.0% |
| 3Y | +29.9% | +273.6% | -243.7% | -3.5% |
| All | +13.7% | +173.4% | -159.7% | -14.6% |
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