+73.1%
CDNS vs CAKE
+153.9%
-80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -6.5% | -5.6% | -0.9% | -5.4% |
| 30D | -13.0% | -10.5% | -2.5% | -11.1% |
| 3M | -26.0% | +43.6% | -69.6% | -32.6% |
| 6M | -2.8% | +63.0% | -65.9% | -14.6% |
| YTD | -8.8% | +102.9% | -111.7% | -24.4% |
| 1Y | -15.8% | +75.6% | -91.5% | -27.8% |
| 3Y | +19.7% | +257.7% | -238.0% | -16.4% |
| All | +73.1% | +153.9% | -80.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling