+154.0%
CNH vs CAKE
+155.4%
-1.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -5.7% | -4.5% | -1.2% | -4.5% |
| 30D | +26.6% | -12.4% | +39.0% | +31.3% |
| 3M | +31.1% | +37.3% | -6.3% | +19.1% |
| 6M | +24.9% | +70.7% | -45.8% | +6.0% |
| YTD | +48.7% | +106.0% | -57.3% | +19.4% |
| 1Y | +22.2% | +79.7% | -57.4% | +1.7% |
| 3Y | +7.4% | +267.8% | -260.3% | -28.1% |
| 5Y | +10.8% | +159.9% | -149.1% | -21.8% |
| All | +154.0% | +155.4% | -1.5% | +53.9% |
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 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