-69.3%
CPNG vs CAKE
+96.0%
-165.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.5% |
| 7D | -1.1% | -4.5% | +3.4% | +0.5% |
| 30D | -7.4% | -12.4% | +5.1% | -3.0% |
| 3M | -12.3% | +37.3% | -49.7% | -23.0% |
| 6M | -19.4% | +70.7% | -90.2% | -35.3% |
| YTD | -35.9% | +106.0% | -141.9% | -52.5% |
| 1Y | -53.4% | +79.7% | -133.1% | -63.8% |
| 3Y | -20.0% | +267.8% | -287.8% | -57.0% |
| 5Y | -49.6% | +159.9% | -209.5% | -72.1% |
| All | -69.3% | +96.0% | -165.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling