+152.2%
CAKE vs CHD
+20.9%
+131.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.5% | -4.5% | -0.1% | -3.6% |
| 30D | -12.4% | -6.7% | -5.7% | -11.1% |
| 3M | +37.3% | -2.7% | +40.1% | +38.1% |
| 6M | +70.7% | -4.9% | +75.7% | +72.3% |
| YTD | +106.0% | +13.3% | +92.6% | +100.4% |
| 1Y | +79.7% | +1.0% | +78.6% | +78.3% |
| 3Y | +267.8% | +1.3% | +266.4% | +260.3% |
| All | +152.2% | +20.9% | +131.3% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling