+58.6%
CNH vs CAKE
+217.0%
-158.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +8.8% | -1.1% | +9.9% | +9.1% |
| 30D | +24.7% | +0.4% | +24.2% | +24.4% |
| 3M | +27.3% | +59.9% | -32.6% | +10.8% |
| 6M | +23.2% | +75.1% | -51.9% | +3.9% |
| YTD | +48.9% | +115.0% | -66.1% | +18.3% |
| 1Y | +19.4% | +81.6% | -62.2% | -0.8% |
| 3Y | +7.8% | +279.1% | -271.4% | -28.4% |
| 5Y | +8.7% | +170.6% | -161.9% | -24.0% |
| 10Y | +149.5% | +160.3% | -10.8% | +52.7% |
| All | +58.6% | +217.0% | -158.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling