+79.7%
CAKE vs CPB
-33.6%
+113.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +38.2% |
| 6M | +70.7% | -5.3% | +76.0% | +72.4% |
| YTD | +106.0% | -20.8% | +126.8% | +107.0% |
| 1Y | +79.7% | -33.8% | +113.5% | +85.9% |
| All | +79.7% | -33.6% | +113.3% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling