+316.5%
CHTR vs CAKE
+516.7%
-200.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | -4.1% | -4.5% | +0.4% | -3.2% |
| 30D | -3.0% | -12.4% | +9.5% | -0.6% |
| 3M | +4.8% | +37.3% | -32.6% | -1.5% |
| 6M | -35.0% | +70.7% | -105.7% | -41.6% |
| YTD | -30.2% | +106.0% | -136.2% | -39.6% |
| 1Y | -44.8% | +79.7% | -124.4% | -51.1% |
| 3Y | -66.6% | +267.8% | -334.3% | -74.3% |
| 5Y | -81.5% | +159.9% | -241.4% | -85.3% |
| 10Y | -44.8% | +154.3% | -199.2% | -61.2% |
| All | +316.5% | +516.7% | -200.2% | +135.7% |
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