-28.7%
ZBH vs CAKE
+157.8%
-186.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -4.7% | -4.5% | -0.1% | -3.9% |
| 30D | -4.5% | -12.4% | +7.9% | -2.2% |
| 3M | +7.6% | +37.3% | -29.8% | +1.2% |
| 6M | +0.3% | +70.7% | -70.4% | -9.8% |
| YTD | +4.5% | +106.0% | -101.5% | -9.7% |
| 1Y | -9.4% | +79.7% | -89.0% | -19.8% |
| 3Y | -21.5% | +267.8% | -289.3% | -41.5% |
| All | -28.7% | +157.8% | -186.5% | -43.7% |
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