+225.0%
CP vs CAKE
+155.4%
+69.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | -3.7% | -12.4% | +8.7% | -1.3% |
| 3M | +0.1% | +37.3% | -37.2% | -6.5% |
| 6M | +7.8% | +70.7% | -62.9% | -3.9% |
| YTD | +21.7% | +106.0% | -84.3% | +4.1% |
| 1Y | +18.6% | +79.7% | -61.0% | +4.1% |
| 3Y | +17.5% | +267.8% | -250.2% | -12.0% |
| 5Y | +35.4% | +159.9% | -124.5% | +5.0% |
| All | +225.0% | +155.4% | +69.6% | +111.3% |
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