+265.9%
UMC vs CAKE
+725.9%
-460.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.8% |
| 7D | +11.4% | -5.6% | +17.0% | +13.3% |
| 30D | +16.8% | -10.5% | +27.3% | +20.5% |
| 3M | +19.1% | +43.6% | -24.5% | +5.0% |
| 6M | +137.4% | +63.0% | +74.4% | +100.6% |
| YTD | +186.4% | +102.9% | +83.5% | +124.0% |
| 1Y | +229.1% | +75.6% | +153.5% | +168.2% |
| 3Y | +257.9% | +257.7% | +0.2% | +123.5% |
| 5Y | +137.5% | +156.0% | -18.5% | +58.4% |
| 10Y | +1,808.2% | +150.5% | +1,657.6% | +928.5% |
| All | +265.9% | +725.9% | -460.0% | -12.4% |
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