+6.5%
ULTA vs CAKE
+76.8%
-70.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +9.0% | -4.0% | +13.0% | +9.9% |
| 30D | +4.6% | +2.4% | +2.1% | +3.8% |
| 3M | +22.0% | +69.0% | -47.0% | +7.7% |
| 6M | -14.7% | +69.3% | -84.0% | -24.8% |
| YTD | -6.8% | +115.8% | -122.5% | -23.2% |
| 1Y | +6.5% | +79.3% | -72.8% | -5.1% |
| All | +6.5% | +76.8% | -70.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling