+93.1%
CHRW vs CAKE
+152.3%
-59.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +4.4% | -5.6% | +10.0% | +5.4% |
| 30D | +5.5% | -10.5% | +16.0% | +7.4% |
| 3M | -17.3% | +43.6% | -60.9% | -22.9% |
| 6M | -12.7% | +63.0% | -75.7% | -20.7% |
| YTD | -4.1% | +102.9% | -107.0% | -16.0% |
| 1Y | +21.2% | +75.6% | -54.4% | +8.5% |
| 3Y | +88.9% | +257.7% | -168.8% | +46.2% |
| 5Y | +93.1% | +156.0% | -62.9% | +48.6% |
| All | +93.1% | +152.3% | -59.2% | +48.6% |
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