+144.1%
UMC vs CAKE
+157.8%
-13.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.0% |
| 7D | +9.0% | -4.5% | +13.5% | +10.2% |
| 30D | +17.2% | -12.4% | +29.7% | +20.8% |
| 3M | +11.4% | +37.3% | -25.9% | +1.7% |
| 6M | +137.5% | +70.7% | +66.8% | +104.1% |
| YTD | +193.1% | +106.0% | +87.1% | +137.5% |
| 1Y | +240.3% | +79.7% | +160.6% | +185.6% |
| 3Y | +262.2% | +267.8% | -5.6% | +134.4% |
| All | +144.1% | +157.8% | -13.7% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling