+174.8%
CAKE vs PAYC
+1,140.1%
-965.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.6% | -10.2% | +4.6% | -3.2% |
| 30D | -10.5% | +2.0% | -12.5% | -11.2% |
| 3M | +43.6% | +58.3% | -14.6% | +26.5% |
| 6M | +63.0% | +64.5% | -1.4% | +41.1% |
| YTD | +102.9% | +36.5% | +66.4% | +83.2% |
| 1Y | +75.6% | -1.3% | +76.9% | +72.2% |
| 3Y | +257.7% | -22.1% | +279.8% | +255.1% |
| 5Y | +156.0% | -53.3% | +209.3% | +180.2% |
| 10Y | +150.5% | +348.5% | -197.9% | +96.7% |
| All | +174.8% | +1,140.1% | -965.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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