+167.6%
SYK vs CAKE
+151.6%
+16.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -12.3% | -5.6% | -6.7% | -11.1% |
| 30D | -22.4% | -10.5% | -11.9% | -20.5% |
| 3M | -12.3% | +43.6% | -56.0% | -19.8% |
| 6M | -24.3% | +63.0% | -87.4% | -33.0% |
| YTD | -22.8% | +102.9% | -125.7% | -35.3% |
| 1Y | -28.8% | +75.6% | -104.4% | -38.5% |
| 3Y | -4.0% | +257.7% | -261.7% | -32.2% |
| 5Y | +3.8% | +156.0% | -152.1% | -23.3% |
| All | +167.6% | +151.6% | +16.0% | +57.1% |
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