-32.8%
STZ vs CAKE
+163.8%
-196.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.4% |
| 30D | -1.9% | +2.4% | -4.3% | -2.3% |
| 3M | -6.2% | +69.0% | -75.2% | -13.0% |
| 6M | -14.0% | +69.3% | -83.3% | -20.4% |
| YTD | -5.1% | +115.8% | -120.9% | -15.1% |
| 1Y | -9.6% | +79.3% | -88.9% | -17.3% |
| 3Y | -47.2% | +262.0% | -309.3% | -56.2% |
| All | -32.8% | +163.8% | -196.6% | -44.2% |
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