+146.1%
CAKE vs CHD
+30.9%
+115.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.8% |
| 7D | +9.1% | +6.9% | +2.2% | +6.9% |
| 30D | +5.8% | +17.1% | -11.3% | +0.9% |
| 3M | +9.3% | +9.1% | +0.2% | +6.2% |
| 6M | +96.1% | +21.4% | +74.7% | +84.5% |
| YTD | +131.4% | +34.9% | +96.6% | +104.1% |
| 1Y | +146.1% | +31.0% | +115.0% | +122.3% |
| All | +146.1% | +30.9% | +115.1% | +122.3% |
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