+1,500.5%
CIEN vs CAKE
+155.4%
+1,345.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.1% |
| 7D | +8.9% | -4.5% | +13.4% | +10.1% |
| 30D | -19.1% | -12.4% | -6.7% | -16.7% |
| 3M | -21.5% | +37.3% | -58.8% | -27.8% |
| 6M | +2.8% | +70.7% | -67.9% | -10.8% |
| YTD | +49.5% | +106.0% | -56.5% | +23.2% |
| 1Y | +163.8% | +79.7% | +84.2% | +124.0% |
| 3Y | +615.8% | +267.8% | +348.1% | +409.3% |
| 5Y | +548.4% | +159.9% | +388.5% | +382.3% |
| All | +1,500.5% | +155.4% | +1,345.0% | +941.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling