-14.8%
STZ vs CAKE
+79.7%
-94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.4% | -1.1% | -6.3% | -7.2% |
| 30D | -10.9% | +0.4% | -11.3% | -11.0% |
| 3M | -13.4% | +59.9% | -73.4% | -21.8% |
| 6M | -16.2% | +75.1% | -91.3% | -26.1% |
| YTD | -10.4% | +115.0% | -125.5% | -25.5% |
| 1Y | -14.8% | +81.6% | -96.4% | -21.8% |
| All | -14.8% | +79.7% | -94.5% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling