+73.7%
UAL vs CAKE
+131.7%
-58.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -3.2% |
| 7D | -3.0% | +2.5% | -5.5% | -4.3% |
| 30D | +10.5% | -3.1% | +13.5% | +12.2% |
| 3M | -13.5% | -2.2% | -11.3% | -13.1% |
| 6M | +14.2% | +94.1% | -79.8% | -22.9% |
| YTD | -2.2% | +119.4% | -121.7% | -38.9% |
| 1Y | +12.5% | +141.4% | -128.9% | -33.4% |
| 3Y | +186.8% | +273.6% | -86.7% | +30.1% |
| 5Y | +119.4% | +177.7% | -58.3% | +12.8% |
| All | +73.7% | +131.7% | -58.0% | -26.8% |
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