+251.3%
UAL vs CAKE
+267.9%
-16.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +0.7% | -4.0% | +4.7% | +3.3% |
| 30D | -16.1% | +2.4% | -18.5% | -18.0% |
| 3M | +6.1% | +69.0% | -62.8% | -25.5% |
| 6M | +10.8% | +69.3% | -58.4% | -22.7% |
| YTD | -0.4% | +115.8% | -116.2% | -40.7% |
| 1Y | +5.0% | +79.3% | -74.3% | -30.3% |
| 3Y | +124.0% | +262.0% | -138.0% | -7.6% |
| 5Y | +141.0% | +165.7% | -24.7% | +15.3% |
| 10Y | +118.0% | +158.9% | -40.9% | -17.4% |
| All | +251.3% | +267.9% | -16.6% | -35.0% |
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