+14.8%
CNH vs CAKE
+147.7%
-132.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.0% |
| 7D | +6.5% | +9.1% | -2.7% | +4.8% |
| 30D | -12.0% | +5.8% | -17.8% | -12.9% |
| 3M | +4.4% | +9.3% | -5.0% | +2.8% |
| 6M | +15.7% | +96.1% | -80.4% | -0.6% |
| YTD | +28.2% | +131.4% | -103.2% | +1.3% |
| 1Y | +14.8% | +146.1% | -131.3% | -12.2% |
| All | +14.8% | +147.7% | -132.9% | -12.2% |
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