-11.1%
VRSK vs CAKE
+157.8%
-168.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -5.2% | -4.5% | -0.6% | -4.7% |
| 30D | -2.3% | -12.4% | +10.1% | -0.9% |
| 3M | -2.9% | +37.3% | -40.3% | -7.1% |
| 6M | -12.8% | +70.7% | -83.5% | -19.0% |
| YTD | -20.8% | +106.0% | -126.8% | -28.4% |
| 1Y | -33.2% | +79.7% | -112.9% | -38.6% |
| 3Y | -26.6% | +267.8% | -294.4% | -40.4% |
| All | -11.1% | +157.8% | -168.9% | -27.8% |
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