+244.8%
UAL vs CAKE
+274.1%
-29.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -3.4% |
| 7D | -3.0% | +2.5% | -5.5% | -4.4% |
| 30D | +10.5% | -3.1% | +13.5% | +12.4% |
| 3M | -13.5% | -2.2% | -11.3% | -13.1% |
| 6M | +14.2% | +94.1% | -79.8% | -27.0% |
| YTD | -2.2% | +119.4% | -121.7% | -42.8% |
| 1Y | +12.5% | +141.4% | -128.9% | -38.1% |
| 3Y | +186.8% | +273.6% | -86.7% | +15.7% |
| 5Y | +119.4% | +177.7% | -58.3% | +1.7% |
| 10Y | +81.4% | +131.9% | -50.4% | -25.4% |
| All | +244.8% | +274.1% | -29.3% | -37.2% |
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 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