+152.2%
CAKE vs SSNC
+19.2%
+133.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.6% |
| 7D | -4.5% | -4.0% | -0.5% | -2.4% |
| 30D | -12.4% | +0.5% | -13.0% | -12.9% |
| 3M | +37.3% | +18.9% | +18.4% | +23.5% |
| 6M | +70.7% | +10.8% | +59.9% | +59.5% |
| YTD | +106.0% | -7.1% | +113.1% | +112.8% |
| 1Y | +79.7% | -9.6% | +89.3% | +88.6% |
| 3Y | +267.8% | +51.1% | +216.7% | +166.1% |
| All | +152.2% | +19.2% | +133.0% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling