+14.2%
UAL vs CAKE
+81.3%
-67.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -2.5% |
| 7D | -3.0% | +2.5% | -5.5% | -3.6% |
| 30D | +10.5% | -3.1% | +13.5% | +11.3% |
| 3M | -13.5% | -2.2% | -11.3% | -13.4% |
| 6M | +14.2% | +94.1% | -79.8% | -19.2% |
| All | +14.2% | +81.3% | -67.0% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling