+320.5%
TMUS vs CAKE
+446.2%
-125.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.5% |
| 7D | +0.1% | -4.0% | +4.1% | +1.1% |
| 30D | +5.3% | +2.4% | +2.8% | +4.4% |
| 3M | +3.1% | +69.0% | -65.8% | -9.7% |
| 6M | -16.5% | +69.3% | -85.7% | -27.3% |
| YTD | -9.2% | +115.8% | -124.9% | -25.9% |
| 1Y | -26.5% | +79.3% | -105.8% | -37.5% |
| 3Y | +39.0% | +262.0% | -223.0% | -4.8% |
| 5Y | +40.4% | +165.7% | -125.3% | -0.8% |
| 10Y | +303.7% | +158.9% | +144.8% | +138.9% |
| All | +320.5% | +446.2% | -125.7% | +43.6% |
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