-35.2%
STZ vs CAKE
+282.2%
-317.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +2.1% |
| 30D | +15.2% | -3.1% | +18.2% | +15.6% |
| 3M | +7.6% | -2.2% | +9.9% | +7.8% |
| 6M | +5.3% | +94.1% | -88.8% | -6.0% |
| YTD | +8.6% | +119.4% | -110.8% | -5.1% |
| 1Y | +15.6% | +141.4% | -125.8% | -0.7% |
| 3Y | -35.2% | +273.6% | -308.7% | -47.6% |
| All | -35.2% | +282.2% | -317.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling