-63.1%
CSGP vs CAKE
+173.4%
-236.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.1% | +2.1% |
| 7D | +1.3% | +2.5% | -1.1% | +0.7% |
| 30D | +2.8% | -3.1% | +5.9% | +3.7% |
| 3M | -6.3% | -2.2% | -4.1% | -6.0% |
| 6M | -3.2% | +94.1% | -97.2% | -19.9% |
| YTD | -54.0% | +119.4% | -173.4% | -63.6% |
| 1Y | -54.8% | +141.4% | -196.2% | -65.3% |
| 3Y | -60.6% | +273.6% | -334.1% | -74.4% |
| All | -63.1% | +173.4% | -236.5% | -74.6% |
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 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