+88.4%
CHRW vs CAKE
+256.2%
-167.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +4.4% | -5.6% | +10.0% | +5.3% |
| 30D | +5.5% | -10.5% | +16.0% | +7.2% |
| 3M | -17.3% | +43.6% | -60.9% | -22.6% |
| 6M | -12.7% | +63.0% | -75.7% | -20.3% |
| YTD | -4.1% | +102.9% | -107.0% | -15.0% |
| 1Y | +21.2% | +75.6% | -54.4% | +9.3% |
| All | +88.4% | +256.2% | -167.8% | +48.9% |
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