+321.7%
VWO vs CAKE
+289.4%
+32.3%
-67.7%
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% | +0.3% |
| 7D | -1.8% | -4.5% | +2.8% | -0.6% |
| 30D | -0.1% | -12.4% | +12.3% | +3.1% |
| 3M | +2.2% | +37.3% | -35.1% | -6.4% |
| 6M | +8.8% | +70.7% | -62.0% | -6.3% |
| YTD | +12.4% | +106.0% | -93.6% | -8.0% |
| 1Y | +15.6% | +79.7% | -64.1% | -2.4% |
| 3Y | +62.5% | +267.8% | -205.3% | +10.1% |
| 5Y | +34.3% | +159.9% | -125.6% | -4.9% |
| 10Y | +114.8% | +154.3% | -39.6% | +27.4% |
| All | +321.7% | +289.4% | +32.3% | +48.5% |
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 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