+152.2%
CAKE vs CGNX
-25.4%
+177.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.5% |
| 7D | -4.5% | +3.2% | -7.7% | -5.3% |
| 30D | -12.4% | +6.0% | -18.4% | -13.9% |
| 3M | +37.3% | +3.5% | +33.8% | +34.4% |
| 6M | +70.7% | +26.3% | +44.4% | +57.5% |
| YTD | +106.0% | +79.2% | +26.7% | +65.5% |
| 1Y | +79.7% | +43.8% | +35.9% | +54.0% |
| 3Y | +267.8% | +52.0% | +215.8% | +192.7% |
| All | +152.2% | -25.4% | +177.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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