+36.4%
UPS vs CAKE
+155.4%
-119.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -2.0% | -4.5% | +2.6% | -1.1% |
| 30D | -2.0% | -12.4% | +10.5% | +0.4% |
| 3M | -6.2% | +37.3% | -43.6% | -12.4% |
| 6M | +2.8% | +70.7% | -67.9% | -8.3% |
| YTD | +5.9% | +106.0% | -100.1% | -9.2% |
| 1Y | +26.2% | +79.7% | -53.4% | +10.9% |
| 3Y | -26.0% | +267.8% | -293.8% | -44.3% |
| 5Y | -34.3% | +159.9% | -194.2% | -48.7% |
| All | +36.4% | +155.4% | -119.1% | -4.4% |
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 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