-21.5%
ZBH vs CAKE
+261.6%
-283.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -4.7% | -4.5% | -0.1% | -4.0% |
| 30D | -4.5% | -12.4% | +7.9% | -2.7% |
| 3M | +7.6% | +37.3% | -29.8% | +2.6% |
| 6M | +0.3% | +70.7% | -70.4% | -7.5% |
| YTD | +4.5% | +106.0% | -101.5% | -6.7% |
| 1Y | -9.4% | +79.7% | -89.0% | -17.6% |
| 3Y | -21.5% | +267.8% | -289.3% | -37.2% |
| All | -21.5% | +261.6% | -283.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling