+18.4%
CHRW vs CAKE
+78.0%
-59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +3.5% | -4.5% | +8.0% | +4.4% |
| 30D | +4.6% | -12.4% | +17.0% | +7.4% |
| 3M | -19.7% | +37.3% | -57.1% | -26.4% |
| 6M | -12.4% | +70.7% | -83.1% | -24.9% |
| YTD | -3.9% | +106.0% | -109.9% | -18.5% |
| 1Y | +18.4% | +79.7% | -61.3% | -2.1% |
| All | +18.4% | +78.0% | -59.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling