+3,816.2%
CAKE vs CPB
+205.2%
+3,611.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -1.1% | -8.2% | +7.2% | +0.9% |
| 30D | +0.4% | -5.6% | +6.0% | +1.6% |
| 3M | +59.9% | +3.0% | +57.0% | +58.2% |
| 6M | +75.1% | -12.7% | +87.8% | +79.8% |
| YTD | +115.0% | -18.0% | +133.0% | +123.3% |
| 1Y | +81.6% | -31.7% | +113.3% | +96.8% |
| 3Y | +279.1% | -41.0% | +320.1% | +319.4% |
| 5Y | +170.6% | -38.4% | +209.0% | +191.5% |
| 10Y | +160.3% | -45.0% | +205.2% | +177.3% |
| All | +3,816.2% | +205.2% | +3,611.1% | +2,311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling