+6.8%
CNH vs CAKE
+256.2%
-249.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.2% |
| 7D | -2.5% | -5.6% | +3.2% | -0.8% |
| 30D | +27.0% | -10.5% | +37.5% | +31.2% |
| 3M | +32.6% | +43.6% | -11.0% | +17.4% |
| 6M | +23.6% | +63.0% | -39.5% | +4.0% |
| YTD | +47.8% | +102.9% | -55.1% | +14.6% |
| 1Y | +21.3% | +75.6% | -54.4% | -1.4% |
| All | +6.8% | +256.2% | -249.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling