+4,339.7%
CHRW vs CAKE
+2,547.2%
+1,792.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +0.9% | +0.4% | +0.5% | +0.6% |
| 3M | -19.9% | +59.9% | -79.8% | -27.9% |
| 6M | -15.8% | +75.1% | -90.9% | -25.8% |
| YTD | -5.6% | +115.0% | -120.6% | -20.3% |
| 1Y | +21.0% | +81.6% | -60.6% | +5.4% |
| 3Y | +86.0% | +279.1% | -193.1% | +35.2% |
| 5Y | +88.6% | +170.6% | -82.0% | +42.2% |
| 10Y | +169.3% | +160.3% | +9.0% | +81.2% |
| All | +4,339.7% | +2,547.2% | +1,792.4% | +1,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling