+125.6%
ULTA vs CAKE
+155.4%
-29.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | -3.1% | -4.5% | +1.5% | -1.5% |
| 30D | +2.8% | -12.4% | +15.2% | +7.4% |
| 3M | +14.8% | +37.3% | -22.6% | +1.8% |
| 6M | -16.2% | +70.7% | -86.9% | -31.7% |
| YTD | -9.6% | +106.0% | -115.6% | -31.3% |
| 1Y | +4.8% | +79.7% | -74.9% | -16.8% |
| 3Y | +30.7% | +267.8% | -237.1% | -21.6% |
| 5Y | +45.9% | +159.9% | -114.0% | -6.0% |
| All | +125.6% | +155.4% | -29.8% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling