+330.9%
CAKE vs CPAY
+1,532.9%
-1,202.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -2.0% | -2.6% | -3.7% |
| 30D | -12.4% | -0.4% | -12.1% | -12.4% |
| 3M | +37.3% | +16.4% | +21.0% | +28.1% |
| 6M | +70.7% | +23.5% | +47.2% | +54.0% |
| YTD | +106.0% | +35.7% | +70.3% | +76.4% |
| 1Y | +79.7% | +30.2% | +49.5% | +56.0% |
| 3Y | +267.8% | +49.7% | +218.1% | +193.6% |
| 5Y | +159.9% | +56.6% | +103.3% | +100.0% |
| 10Y | +154.3% | +153.8% | +0.6% | +71.6% |
| All | +330.9% | +1,532.9% | -1,202.0% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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