+6,140.3%
UNP vs CAKE
+3,866.7%
+2,273.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.6% |
| 7D | -1.7% | -4.6% | +2.8% | -0.8% |
| 30D | -2.1% | -6.6% | +4.5% | -0.9% |
| 3M | +5.4% | +52.9% | -47.5% | -3.7% |
| 6M | +13.4% | +65.7% | -52.4% | +1.5% |
| YTD | +25.0% | +107.8% | -82.9% | +6.7% |
| 1Y | +34.6% | +78.5% | -43.9% | +18.1% |
| 3Y | +43.6% | +266.4% | -222.8% | +7.4% |
| 5Y | +51.7% | +159.6% | -107.9% | +17.6% |
| 10Y | +282.5% | +156.6% | +125.9% | +168.2% |
| All | +6,140.3% | +3,866.7% | +2,273.6% | +2,850.5% |
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