+10.2%
CNH vs CAKE
+152.3%
-142.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.1% |
| 3M | +32.6% | +43.6% | -11.0% | +18.3% |
| 6M | +23.6% | +63.0% | -39.5% | +5.3% |
| YTD | +47.8% | +102.9% | -55.1% | +17.4% |
| 1Y | +21.3% | +75.6% | -54.4% | +0.3% |
| 3Y | +7.0% | +257.7% | -250.8% | -29.8% |
| 5Y | +10.2% | +156.0% | -145.8% | -25.7% |
| All | +10.2% | +152.3% | -142.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling