+1,505.6%
UL vs CAKE
+3,866.7%
-2,361.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.3% |
| 7D | -3.2% | -4.6% | +1.3% | -2.7% |
| 30D | -0.6% | -6.6% | +6.0% | +0.1% |
| 3M | +9.4% | +52.9% | -43.5% | +3.9% |
| 6M | -4.1% | +65.7% | -69.9% | -9.9% |
| YTD | -2.0% | +107.8% | -109.8% | -10.4% |
| 1Y | -9.0% | +78.5% | -87.5% | -15.5% |
| 3Y | +21.8% | +266.4% | -244.6% | +2.5% |
| 5Y | +20.6% | +159.6% | -139.0% | +3.5% |
| 10Y | +67.7% | +156.6% | -88.9% | +33.8% |
| All | +1,505.6% | +3,866.7% | -2,361.0% | +821.3% |
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