+1,138.9%
CNP vs CAKE
+3,866.7%
-2,727.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +0.7% | -4.6% | +5.2% | +1.2% |
| 30D | -0.1% | -6.6% | +6.5% | +0.7% |
| 3M | -5.6% | +52.9% | -58.5% | -10.8% |
| 6M | -7.5% | +65.7% | -73.2% | -13.6% |
| YTD | +5.5% | +107.8% | -102.3% | -4.4% |
| 1Y | +8.3% | +78.5% | -70.1% | -0.1% |
| 3Y | +51.8% | +266.4% | -214.6% | +25.9% |
| 5Y | +69.9% | +159.6% | -89.7% | +43.9% |
| 10Y | +139.9% | +156.6% | -16.7% | +89.2% |
| All | +1,138.9% | +3,866.7% | -2,727.8% | +680.5% |
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