-31.1%
CORZ vs CAKE
-6.5%
-24.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | +26.4% | -3.8% | +30.2% | +26.6% |
| 30D | -6.8% | -5.2% | -1.6% | -5.3% |
| 3M | -31.1% | -9.2% | -21.9% | -32.0% |
| All | -31.1% | -6.5% | -24.6% | -32.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling