+28.0%
CNH vs CAKE
+76.8%
-48.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +4.0% |
| 7D | +23.3% | -4.0% | +27.3% | +24.2% |
| 30D | +33.5% | +2.4% | +31.0% | +33.1% |
| 3M | +32.7% | +69.0% | -36.3% | +18.5% |
| 6M | +22.2% | +69.3% | -47.1% | +8.4% |
| YTD | +57.7% | +115.8% | -58.1% | +28.1% |
| 1Y | +28.0% | +79.3% | -51.4% | +9.9% |
| All | +28.0% | +76.8% | -48.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling