+27.2%
CP vs CAKE
+173.4%
-146.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | +2.1% | +2.5% | -0.3% | +1.6% |
| 30D | +9.3% | -3.1% | +12.4% | +9.8% |
| 3M | +0.5% | -2.2% | +2.7% | +0.5% |
| 6M | +10.4% | +94.1% | -83.6% | -4.7% |
| YTD | +28.7% | +119.4% | -90.7% | +7.6% |
| 1Y | +33.2% | +141.4% | -108.2% | +9.0% |
| 3Y | +38.4% | +273.6% | -235.1% | +2.2% |
| All | +27.2% | +173.4% | -146.2% | -1.4% |
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