-65.3%
CSGP vs CAKE
+76.8%
-142.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -4.0% | -0.1% | -3.5% |
| 30D | +2.3% | +2.4% | -0.1% | +1.4% |
| 3M | -8.2% | +69.0% | -77.1% | -17.6% |
| 6M | -35.1% | +69.3% | -104.3% | -41.9% |
| YTD | -54.0% | +115.8% | -169.8% | -62.7% |
| 1Y | -65.3% | +79.3% | -144.7% | -69.3% |
| All | -65.3% | +76.8% | -142.1% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling