+415.5%
CNQ vs CAKE
+155.4%
+260.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +0.1% | -4.5% | +4.7% | +1.3% |
| 30D | +6.2% | -12.4% | +18.6% | +9.6% |
| 3M | +12.4% | +37.3% | -25.0% | +2.8% |
| 6M | +9.0% | +70.7% | -61.7% | -6.7% |
| YTD | +52.2% | +106.0% | -53.8% | +23.2% |
| 1Y | +65.0% | +79.7% | -14.6% | +37.9% |
| 3Y | +78.8% | +267.8% | -188.9% | +17.4% |
| 5Y | +286.0% | +159.9% | +126.1% | +165.8% |
| All | +415.5% | +155.4% | +260.1% | +202.7% |
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 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