+156.0%
CAKE vs CPB
-40.6%
+196.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.9% |
| 7D | -5.6% | -5.4% | -0.2% | -5.0% |
| 30D | -10.5% | -7.8% | -2.7% | -9.7% |
| 3M | +43.6% | -6.9% | +50.6% | +44.6% |
| 6M | +63.0% | -12.2% | +75.2% | +65.1% |
| YTD | +102.9% | -21.1% | +124.0% | +107.0% |
| 1Y | +75.6% | -33.5% | +109.1% | +82.7% |
| 3Y | +257.7% | -43.2% | +300.9% | +273.0% |
| 5Y | +156.0% | -40.9% | +196.9% | +150.5% |
| All | +156.0% | -40.6% | +196.6% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling