+386.3%
VNQ vs CAKE
+375.0%
+11.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -1.3% | -4.5% | +3.3% | +0.3% |
| 30D | -2.6% | -12.4% | +9.9% | +1.7% |
| 3M | -2.0% | +37.3% | -39.4% | -13.3% |
| 6M | +4.3% | +70.7% | -66.4% | -15.2% |
| YTD | +9.2% | +106.0% | -96.8% | -17.5% |
| 1Y | +5.6% | +79.7% | -74.0% | -16.6% |
| 3Y | +30.8% | +267.8% | -236.9% | -24.0% |
| 5Y | +8.0% | +159.9% | -151.9% | -33.4% |
| 10Y | +63.7% | +154.3% | -90.6% | -20.8% |
| All | +386.3% | +375.0% | +11.2% | +3.2% |
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