+161.0%
CIEN vs CAKE
+3,233.6%
-3,072.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.2% |
| 7D | -4.6% | -4.6% | 0.0% | -2.9% |
| 30D | -12.8% | -6.6% | -6.3% | -10.8% |
| 3M | -23.1% | +52.9% | -76.0% | -35.1% |
| 6M | +6.1% | +65.7% | -59.6% | -13.9% |
| YTD | +44.5% | +107.8% | -63.3% | +7.3% |
| 1Y | +176.6% | +78.5% | +98.1% | +115.4% |
| 3Y | +601.0% | +266.4% | +334.6% | +310.7% |
| 5Y | +509.1% | +159.6% | +349.5% | +284.9% |
| 10Y | +1,460.5% | +156.6% | +1,303.9% | +681.8% |
| All | +161.0% | +3,233.6% | -3,072.6% | -43.3% |
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