+195.5%
USFD vs CAKE
+163.4%
+32.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -4.3% |
| 7D | -7.0% | -4.6% | -2.4% | -5.4% |
| 30D | -10.3% | -6.6% | -3.7% | -8.3% |
| 3M | +9.2% | +52.9% | -43.7% | -7.1% |
| 6M | +7.4% | +65.7% | -58.3% | -11.8% |
| YTD | +29.4% | +107.8% | -78.4% | -3.4% |
| 1Y | +24.8% | +78.5% | -53.6% | -1.6% |
| 3Y | +150.0% | +266.4% | -116.4% | +37.9% |
| 5Y | +195.5% | +159.6% | +35.9% | +79.5% |
| All | +195.5% | +163.4% | +32.0% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling