+421.2%
CAKE vs BNS
+1,486.6%
-1,065.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -12.4% | +3.5% | -15.9% | -14.6% |
| 3M | +37.3% | +14.1% | +23.3% | +25.3% |
| 6M | +70.7% | +33.8% | +36.9% | +40.5% |
| YTD | +106.0% | +29.5% | +76.5% | +72.7% |
| 1Y | +79.7% | +48.4% | +31.2% | +37.8% |
| 3Y | +267.8% | +129.6% | +138.2% | +111.1% |
| 5Y | +159.9% | +96.1% | +63.8% | +64.3% |
| 10Y | +154.3% | +186.2% | -31.8% | +29.9% |
| All | +421.2% | +1,486.6% | -1,065.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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