+70.6%
CSX vs CAKE
+273.8%
-203.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | +4.3% | +59.9% | -55.6% | -6.5% |
| 6M | +23.4% | +75.1% | -51.7% | +7.8% |
| YTD | +36.4% | +115.0% | -78.6% | +13.1% |
| 1Y | +53.0% | +81.6% | -28.6% | +31.9% |
| 3Y | +70.6% | +279.1% | -208.5% | +25.3% |
| All | +70.6% | +273.8% | -203.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling