+151.5%
CAKE vs CPB
-45.3%
+196.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.5% | -1.8% | -2.8% | -4.3% |
| 30D | -12.4% | -7.1% | -5.4% | -11.6% |
| 3M | +37.3% | -6.0% | +43.4% | +38.3% |
| 6M | +70.7% | -5.3% | +76.0% | +71.6% |
| YTD | +106.0% | -20.8% | +126.8% | +111.8% |
| 1Y | +79.7% | -33.8% | +113.5% | +89.6% |
| 3Y | +267.8% | -43.7% | +311.5% | +293.2% |
| 5Y | +159.9% | -40.7% | +200.6% | +172.1% |
| All | +151.5% | -45.3% | +196.8% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling