-42.6%
CCL vs CAKE
+155.4%
-198.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.3% |
| 7D | -3.2% | -4.5% | +1.3% | -0.4% |
| 30D | -17.8% | -12.4% | -5.3% | -11.1% |
| 3M | -18.7% | +37.3% | -56.0% | -35.0% |
| 6M | -11.4% | +70.7% | -82.1% | -38.7% |
| YTD | -24.3% | +106.0% | -130.3% | -53.9% |
| 1Y | -28.8% | +79.7% | -108.5% | -53.0% |
| 3Y | +49.3% | +267.8% | -218.5% | -39.6% |
| 5Y | +1.6% | +159.9% | -158.3% | -49.1% |
| All | -42.6% | +155.4% | -198.1% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling