+3,651.5%
CAKE vs NYT
+639.2%
+3,012.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +105.2% |
| 1Y | +79.7% | +15.6% | +64.1% | +68.8% |
| 3Y | +267.8% | +56.3% | +211.5% | +207.5% |
| 5Y | +159.9% | +39.5% | +120.4% | +120.1% |
| 10Y | +154.3% | +488.0% | -333.7% | +28.3% |
| All | +3,651.5% | +639.2% | +3,012.2% | +1,410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling