+94.1%
CRH vs CAKE
+157.8%
-63.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -6.1% | -4.5% | -1.5% | -4.7% |
| 30D | -9.3% | -12.4% | +3.2% | -5.7% |
| 3M | -15.2% | +37.3% | -52.5% | -23.8% |
| 6M | -14.2% | +70.7% | -84.9% | -28.3% |
| YTD | -28.3% | +106.0% | -134.2% | -43.9% |
| 1Y | -21.8% | +79.7% | -101.4% | -36.3% |
| 3Y | +71.6% | +267.8% | -196.2% | +9.3% |
| All | +94.1% | +157.8% | -63.7% | +27.9% |
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