+3,947.2%
YUM vs CAKE
+2,344.9%
+1,602.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -6.1% | -4.5% | -1.5% | -4.9% |
| 30D | -5.8% | -12.4% | +6.6% | -2.6% |
| 3M | -7.6% | +37.3% | -45.0% | -15.6% |
| 6M | -9.1% | +70.7% | -79.9% | -22.1% |
| YTD | -5.5% | +106.0% | -111.5% | -23.2% |
| 1Y | -3.7% | +79.7% | -83.4% | -19.1% |
| 3Y | +17.8% | +267.8% | -250.0% | -21.3% |
| 5Y | +19.3% | +159.9% | -140.6% | -16.5% |
| 10Y | +170.7% | +154.3% | +16.4% | +61.8% |
| All | +3,947.2% | +2,344.9% | +1,602.3% | +1,256.1% |
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