+79.3%
CAKE vs CHD
+7.1%
+72.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.2% |
| 30D | +2.4% | -4.6% | +7.1% | +3.9% |
| 3M | +69.0% | +5.0% | +63.9% | +66.2% |
| 6M | +69.3% | -3.2% | +72.5% | +71.4% |
| YTD | +115.8% | +18.6% | +97.1% | +99.4% |
| 1Y | +79.3% | +4.8% | +74.5% | +69.3% |
| All | +79.3% | +7.1% | +72.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling