+34.8%
CP vs CAKE
+152.3%
-117.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -2.7% | -5.6% | +2.9% | -1.6% |
| 30D | -3.4% | -10.5% | +7.2% | -1.4% |
| 3M | -0.6% | +43.6% | -44.3% | -8.1% |
| 6M | +6.3% | +63.0% | -56.7% | -4.5% |
| YTD | +21.2% | +102.9% | -81.7% | +3.7% |
| 1Y | +20.0% | +75.6% | -55.6% | +5.6% |
| 3Y | +18.7% | +257.7% | -239.0% | -10.4% |
| 5Y | +34.8% | +156.0% | -121.2% | +3.2% |
| All | +34.8% | +152.3% | -117.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling