+152.2%
CAKE vs CLBK
+43.5%
+108.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -12.4% | -1.0% | -11.4% | -12.2% |
| 3M | +37.3% | +22.9% | +14.4% | +28.3% |
| 6M | +70.7% | +44.2% | +26.5% | +51.4% |
| YTD | +106.0% | +64.0% | +42.0% | +74.9% |
| 1Y | +79.7% | +65.7% | +14.0% | +51.7% |
| 3Y | +267.8% | +54.1% | +213.7% | +213.7% |
| All | +152.2% | +43.5% | +108.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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