+580.9%
VRSK vs CAKE
+652.5%
-71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -5.2% | -4.5% | -0.6% | -4.5% |
| 30D | -2.3% | -12.4% | +10.1% | -0.5% |
| 3M | -2.9% | +37.3% | -40.3% | -8.1% |
| 6M | -12.8% | +70.7% | -83.5% | -20.4% |
| YTD | -20.8% | +106.0% | -126.8% | -30.1% |
| 1Y | -33.2% | +79.7% | -112.9% | -39.8% |
| 3Y | -26.6% | +267.8% | -294.4% | -42.5% |
| 5Y | -11.3% | +159.9% | -171.2% | -28.4% |
| 10Y | +126.1% | +154.3% | -28.2% | +59.0% |
| All | +580.9% | +652.5% | -71.6% | +288.8% |
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 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