+151.5%
CAKE vs SSNC
+173.6%
-22.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.6% |
| 7D | -4.5% | -4.0% | -0.5% | -2.5% |
| 30D | -12.4% | +0.5% | -13.0% | -12.8% |
| 3M | +37.3% | +18.9% | +18.4% | +24.2% |
| 6M | +70.7% | +10.8% | +59.9% | +59.7% |
| YTD | +106.0% | -7.1% | +113.1% | +110.6% |
| 1Y | +79.7% | -9.6% | +89.3% | +86.1% |
| 3Y | +267.8% | +51.1% | +216.7% | +182.8% |
| 5Y | +159.9% | +19.7% | +140.2% | +124.6% |
| All | +151.5% | +173.6% | -22.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling