+161.4%
CCJ vs CAKE
+256.2%
-94.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.6% |
| 7D | -3.2% | -5.6% | +2.4% | -2.2% |
| 30D | -1.3% | -10.5% | +9.2% | +0.5% |
| 3M | +2.5% | +43.6% | -41.1% | -4.4% |
| 6M | -18.9% | +63.0% | -81.9% | -26.7% |
| YTD | +6.5% | +102.9% | -96.4% | -8.5% |
| 1Y | +22.8% | +75.6% | -52.8% | +8.6% |
| All | +161.4% | +256.2% | -94.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 3y: compounded portfolio wealth divided by compounded CAKE 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…
3y analysis · Full analysis span regression · 6 months rolling