+102.6%
CAKE vs TENB
-3.6%
+106.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.3% |
| 7D | -5.6% | -7.1% | +1.5% | -4.1% |
| 30D | -10.5% | -15.4% | +4.8% | -7.9% |
| 3M | +43.6% | +19.5% | +24.1% | +35.2% |
| 6M | +63.0% | +54.8% | +8.2% | +42.7% |
| YTD | +102.9% | +36.1% | +66.8% | +81.4% |
| 1Y | +75.6% | +7.0% | +68.6% | +66.7% |
| 3Y | +257.7% | -27.6% | +285.3% | +266.3% |
| 5Y | +156.0% | -30.5% | +186.5% | +152.6% |
| All | +102.6% | -3.6% | +106.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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