+390.0%
CAKE vs SSNC
+1,015.4%
-625.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | -5.6% | -6.7% | +1.1% | -2.7% |
| 30D | -10.5% | -0.8% | -9.7% | -10.3% |
| 3M | +43.6% | +16.1% | +27.6% | +33.5% |
| 6M | +63.0% | +7.9% | +55.1% | +56.2% |
| YTD | +102.9% | -8.7% | +111.6% | +108.1% |
| 1Y | +75.6% | -9.5% | +85.1% | +80.6% |
| 3Y | +257.7% | +47.7% | +210.1% | +193.5% |
| 5Y | +156.0% | +17.6% | +138.4% | +130.8% |
| 10Y | +150.5% | +167.7% | -17.2% | +67.7% |
| All | +390.0% | +1,015.4% | -625.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling