+17.1%
CDNS vs CAKE
+256.2%
-239.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -6.5% | -5.6% | -0.9% | -5.6% |
| 30D | -13.0% | -10.5% | -2.5% | -11.5% |
| 3M | -26.0% | +43.6% | -69.6% | -31.7% |
| 6M | -2.8% | +63.0% | -65.9% | -13.1% |
| YTD | -8.8% | +102.9% | -111.7% | -22.9% |
| 1Y | -15.8% | +75.6% | -91.5% | -26.3% |
| All | +17.1% | +256.2% | -239.0% | -13.5% |
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