+7,741.8%
STLD vs CAKE
+3,530.1%
+4,211.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -6.0% | -4.2% |
| 7D | +2.9% | +2.5% | +0.5% | +2.0% |
| 30D | -5.6% | -3.1% | -2.5% | -4.9% |
| 3M | -11.7% | -2.2% | -9.5% | -11.8% |
| 6M | -2.8% | +94.1% | -96.8% | -24.3% |
| YTD | +36.4% | +119.4% | -83.0% | +1.2% |
| 1Y | +50.0% | +141.4% | -91.4% | +7.5% |
| 3Y | +122.3% | +273.6% | -151.3% | +32.8% |
| 5Y | +273.2% | +177.7% | +95.5% | +134.8% |
| 10Y | +763.8% | +131.9% | +631.9% | +396.2% |
| All | +7,741.8% | +3,530.1% | +4,211.7% | +2,123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling