+9,400.9%
STZ vs CAKE
+4,018.7%
+5,382.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.2% |
| 30D | -1.9% | +2.4% | -4.3% | -2.4% |
| 3M | -6.2% | +69.0% | -75.2% | -14.6% |
| 6M | -14.0% | +69.3% | -83.3% | -21.9% |
| YTD | -5.1% | +115.8% | -120.9% | -17.4% |
| 1Y | -9.6% | +79.3% | -88.9% | -18.9% |
| 3Y | -47.2% | +262.0% | -309.3% | -58.8% |
| 5Y | -33.6% | +165.7% | -199.2% | -47.0% |
| 10Y | -9.8% | +158.9% | -168.7% | -34.1% |
| All | +9,400.9% | +4,018.7% | +5,382.2% | +4,006.3% |
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