-38.6%
ZS vs CAKE
+157.8%
-196.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -3.1% | -4.5% | +1.4% | -1.5% |
| 30D | -7.2% | -12.4% | +5.2% | -3.1% |
| 3M | +30.5% | +37.3% | -6.9% | +13.7% |
| 6M | +7.0% | +70.7% | -63.7% | -15.6% |
| YTD | -26.8% | +106.0% | -132.8% | -47.7% |
| 1Y | -42.6% | +79.7% | -122.3% | -56.6% |
| 3Y | -0.3% | +267.8% | -268.1% | -51.1% |
| All | -38.6% | +157.8% | -196.4% | -68.9% |
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