+40.1%
CSGP vs CAKE
+157.8%
-117.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.1% | -1.1% | -4.1% | -4.9% |
| 30D | +0.3% | +0.4% | -0.1% | 0.0% |
| 3M | -9.1% | +59.9% | -69.1% | -17.5% |
| 6M | -37.3% | +75.1% | -112.4% | -44.3% |
| YTD | -54.9% | +115.0% | -169.9% | -61.6% |
| 1Y | -65.5% | +81.6% | -147.2% | -69.7% |
| 3Y | -63.3% | +279.1% | -342.4% | -72.6% |
| 5Y | -65.8% | +170.6% | -236.4% | -73.5% |
| 10Y | +40.1% | +160.3% | -120.2% | -3.4% |
| All | +40.1% | +157.8% | -117.7% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling