-14.1%
CPRT vs CAKE
+152.3%
-166.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | -8.4% | -5.6% | -2.8% | -7.2% |
| 30D | +4.6% | -10.5% | +15.1% | +7.1% |
| 3M | -1.9% | +43.6% | -45.6% | -10.8% |
| 6M | -15.3% | +63.0% | -78.4% | -25.6% |
| YTD | -21.5% | +102.9% | -124.3% | -34.9% |
| 1Y | -36.6% | +75.6% | -112.3% | -45.6% |
| 3Y | -31.2% | +257.7% | -288.9% | -52.9% |
| 5Y | -14.1% | +156.0% | -170.1% | -40.1% |
| All | -14.1% | +152.3% | -166.4% | -40.1% |
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 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