-64.8%
CSGP vs CAKE
+163.8%
-228.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -4.0% | -0.1% | -3.1% |
| 30D | +2.3% | +2.4% | -0.1% | +1.4% |
| 3M | -8.2% | +69.0% | -77.1% | -20.5% |
| 6M | -35.1% | +69.3% | -104.3% | -44.0% |
| YTD | -54.0% | +115.8% | -169.8% | -63.1% |
| 1Y | -65.3% | +79.3% | -144.7% | -70.8% |
| 3Y | -62.6% | +262.0% | -324.6% | -75.0% |
| All | -64.8% | +163.8% | -228.6% | -76.3% |
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 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