+217.2%
UPS vs CAKE
+1,393.7%
-1,176.5%
-57.9%
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% | -0.5% |
| 7D | -3.7% | -4.6% | +0.9% | -2.7% |
| 30D | -3.7% | -6.6% | +2.8% | -2.5% |
| 3M | -6.6% | +52.9% | -59.5% | -15.4% |
| 6M | +2.6% | +65.7% | -63.2% | -9.1% |
| YTD | +4.8% | +107.8% | -103.0% | -11.8% |
| 1Y | +25.3% | +78.5% | -53.2% | +8.7% |
| 3Y | -26.9% | +266.4% | -293.2% | -46.8% |
| 5Y | -33.5% | +159.6% | -193.1% | -49.5% |
| 10Y | +36.1% | +156.6% | -120.5% | -8.6% |
| All | +217.2% | +1,393.7% | -1,176.5% | +25.2% |
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