+9.0%
STZ vs CAKE
+146.9%
-137.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.1% |
| 7D | +4.9% | -5.2% | +10.1% | +6.0% |
| 30D | +20.9% | -0.2% | +21.1% | +20.8% |
| 3M | +8.0% | -0.2% | +8.2% | +7.6% |
| 6M | -5.3% | +77.5% | -82.8% | -15.7% |
| YTD | +5.9% | +114.1% | -108.2% | -9.4% |
| 1Y | +14.2% | +131.6% | -117.4% | -3.8% |
| 3Y | -37.0% | +271.4% | -308.4% | -52.6% |
| 5Y | -29.7% | +157.5% | -187.2% | -44.9% |
| All | +9.0% | +146.9% | -137.9% | -28.0% |
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