+2,786.9%
TEVA vs CAKE
+3,831.8%
-1,044.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | +2.0% | -4.5% | +6.5% | +2.8% |
| 30D | +1.0% | -12.4% | +13.4% | +3.2% |
| 3M | +7.3% | +37.3% | -30.0% | +1.3% |
| 6M | +21.7% | +70.7% | -49.0% | +10.4% |
| YTD | +18.8% | +106.0% | -87.1% | +4.1% |
| 1Y | +86.5% | +79.7% | +6.8% | +66.9% |
| 3Y | +269.4% | +267.8% | +1.6% | +187.0% |
| 5Y | +303.6% | +159.9% | +143.7% | +226.1% |
| 10Y | -22.9% | +154.3% | -177.3% | -42.1% |
| All | +2,786.9% | +3,831.8% | -1,044.9% | +1,368.1% |
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 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