+146.1%
CAKE vs CNI
+37.5%
+108.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.0% |
| 7D | +9.1% | +3.7% | +5.4% | +7.9% |
| 30D | +5.8% | +8.1% | -2.3% | +3.2% |
| 3M | +9.3% | +1.9% | +7.5% | +8.6% |
| 6M | +96.1% | +19.2% | +76.9% | +83.7% |
| YTD | +131.4% | +32.7% | +98.7% | +101.5% |
| 1Y | +146.1% | +37.0% | +109.1% | +108.5% |
| All | +146.1% | +37.5% | +108.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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