-32.3%
TWLO vs CAKE
+157.8%
-190.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.3% |
| 7D | -2.4% | -4.5% | +2.1% | -0.6% |
| 30D | -7.8% | -12.4% | +4.6% | -3.0% |
| 3M | +10.0% | +37.3% | -27.3% | -6.1% |
| 6M | +79.5% | +70.7% | +8.8% | +36.3% |
| YTD | +59.8% | +106.0% | -46.1% | +8.3% |
| 1Y | +121.7% | +79.7% | +42.0% | +60.4% |
| 3Y | +240.8% | +267.8% | -27.0% | +53.2% |
| All | -32.3% | +157.8% | -190.1% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling