+152.2%
CAKE vs NYT
+38.8%
+113.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | -12.4% | +4.6% | -17.0% | -13.7% |
| 3M | +37.3% | -9.6% | +46.9% | +41.3% |
| 6M | +70.7% | -14.0% | +84.7% | +77.7% |
| YTD | +106.0% | -2.8% | +108.8% | +104.5% |
| 1Y | +79.7% | +15.6% | +64.1% | +67.3% |
| 3Y | +267.8% | +56.3% | +211.5% | +198.9% |
| All | +152.2% | +38.8% | +113.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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