+113.5%
CSCO vs CAKE
+261.6%
-148.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +4.1% |
| 7D | +2.7% | -4.5% | +7.2% | +3.5% |
| 30D | -9.5% | -12.4% | +3.0% | -7.5% |
| 3M | -7.6% | +37.3% | -45.0% | -12.8% |
| 6M | +44.9% | +70.7% | -25.8% | +30.7% |
| YTD | +47.7% | +106.0% | -58.3% | +28.5% |
| 1Y | +69.1% | +79.7% | -10.6% | +50.9% |
| 3Y | +113.5% | +267.8% | -154.3% | +67.6% |
| All | +113.5% | +261.6% | -148.1% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling