+7,755.3%
SYK vs CAKE
+3,772.9%
+3,982.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | -12.3% | -5.6% | -6.7% | -11.4% |
| 30D | -22.4% | -10.5% | -11.9% | -20.9% |
| 3M | -12.3% | +43.6% | -56.0% | -18.3% |
| 6M | -24.3% | +63.0% | -87.4% | -31.3% |
| YTD | -22.8% | +102.9% | -125.7% | -32.8% |
| 1Y | -28.8% | +75.6% | -104.4% | -36.5% |
| 3Y | -4.0% | +257.7% | -261.7% | -26.5% |
| 5Y | +3.8% | +156.0% | -152.1% | -17.7% |
| 10Y | +172.8% | +150.5% | +22.3% | +97.7% |
| All | +7,755.3% | +3,772.9% | +3,982.4% | +3,179.6% |
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 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