+113.4%
CSCO vs CAKE
+152.3%
-38.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.4% |
| 7D | -1.1% | -5.6% | +4.5% | 0.0% |
| 30D | -10.8% | -10.5% | -0.3% | -9.0% |
| 3M | -9.2% | +43.6% | -52.9% | -15.6% |
| 6M | +39.5% | +63.0% | -23.5% | +26.1% |
| YTD | +41.5% | +102.9% | -61.4% | +22.3% |
| 1Y | +61.0% | +75.6% | -14.7% | +42.8% |
| 3Y | +105.2% | +257.7% | -152.5% | +55.4% |
| 5Y | +113.4% | +156.0% | -42.6% | +66.0% |
| All | +113.4% | +152.3% | -38.9% | +66.0% |
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