+136.7%
CAKE vs CLBK
+65.6%
+71.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -5.6% | -1.4% | -4.2% | -4.9% |
| 30D | -10.5% | +4.5% | -15.1% | -12.7% |
| 3M | +43.6% | +22.8% | +20.8% | +28.3% |
| 6M | +63.0% | +43.4% | +19.6% | +34.0% |
| YTD | +102.9% | +64.1% | +38.8% | +54.2% |
| 1Y | +75.6% | +67.6% | +8.1% | +31.2% |
| 3Y | +257.7% | +53.3% | +204.5% | +169.2% |
| 5Y | +156.0% | +44.8% | +111.2% | +72.0% |
| All | +136.7% | +65.6% | +71.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling