+3,829.7%
CAKE vs CASY
+23,841.9%
-20,012.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +2.4% | -11.3% | +13.8% | +6.3% |
| 3M | +69.0% | -0.6% | +69.6% | +67.5% |
| 6M | +69.3% | +10.7% | +58.6% | +61.2% |
| YTD | +115.8% | +37.1% | +78.6% | +91.4% |
| 1Y | +79.3% | +52.3% | +27.0% | +53.2% |
| 3Y | +262.0% | +215.2% | +46.8% | +139.8% |
| 5Y | +165.7% | +276.5% | -110.8% | +65.0% |
| 10Y | +158.9% | +508.4% | -349.5% | +40.9% |
| All | +3,829.7% | +23,841.9% | -20,012.2% | +789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling