+271.0%
CAKE vs CASY
+163.7%
+107.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.2% | +10.9% | -0.2% |
| 7D | -4.6% | -16.5% | +12.0% | -0.9% |
| 30D | -6.6% | -26.4% | +19.8% | -0.3% |
| 3M | +52.9% | -17.3% | +70.2% | +57.8% |
| 6M | +65.7% | -5.2% | +71.0% | +63.2% |
| YTD | +107.8% | +14.1% | +93.7% | +93.5% |
| 1Y | +78.5% | +16.6% | +61.9% | +64.6% |
| All | +271.0% | +163.7% | +107.3% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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