+317.7%
USFD vs CAKE
+170.1%
+147.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -3.0% | -4.0% | +1.0% | -1.4% |
| 30D | +3.5% | +2.4% | +1.1% | +2.2% |
| 3M | +26.6% | +69.0% | -42.4% | +0.7% |
| 6M | +11.7% | +69.3% | -57.6% | -11.9% |
| YTD | +38.1% | +115.8% | -77.6% | -2.7% |
| 1Y | +33.4% | +79.3% | -46.0% | +1.0% |
| 3Y | +155.8% | +262.0% | -106.2% | +35.5% |
| 5Y | +214.0% | +165.7% | +48.4% | +81.9% |
| 10Y | +320.4% | +158.9% | +161.5% | +90.6% |
| All | +317.7% | +170.1% | +147.6% | +88.2% |
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