+3,651.5%
CAKE vs CHD
+5,877.3%
-2,225.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.5% | -4.5% | -0.1% | -3.2% |
| 30D | -12.4% | -6.7% | -5.7% | -10.5% |
| 3M | +37.3% | -2.7% | +40.1% | +38.4% |
| 6M | +70.7% | -4.9% | +75.7% | +72.9% |
| YTD | +106.0% | +13.3% | +92.6% | +97.4% |
| 1Y | +79.7% | +1.0% | +78.6% | +78.2% |
| 3Y | +267.8% | +1.3% | +266.4% | +259.7% |
| 5Y | +159.9% | +20.8% | +139.1% | +137.1% |
| 10Y | +154.3% | +126.1% | +28.2% | +83.4% |
| All | +3,651.5% | +5,877.3% | -2,225.8% | +1,061.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling