-26.0%
UPS vs CAKE
+261.6%
-287.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -2.0% | -4.5% | +2.6% | -1.0% |
| 30D | -2.0% | -12.4% | +10.5% | +0.7% |
| 3M | -6.2% | +37.3% | -43.6% | -13.6% |
| 6M | +2.8% | +70.7% | -67.9% | -10.6% |
| YTD | +5.9% | +106.0% | -100.1% | -12.4% |
| 1Y | +26.2% | +79.7% | -53.4% | +7.4% |
| 3Y | -26.0% | +267.8% | -293.8% | -49.4% |
| All | -26.0% | +261.6% | -287.6% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling