+69.6%
CSX vs CAKE
+152.3%
-82.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.7% | +1.8% |
| 7D | +0.1% | -5.6% | +5.7% | +1.2% |
| 30D | -1.5% | -10.5% | +9.0% | +0.5% |
| 3M | +6.0% | +43.6% | -37.7% | -2.1% |
| 6M | +20.6% | +63.0% | -42.5% | +8.1% |
| YTD | +36.5% | +102.9% | -66.4% | +16.7% |
| 1Y | +55.0% | +75.6% | -20.7% | +36.2% |
| 3Y | +70.8% | +257.7% | -187.0% | +28.8% |
| 5Y | +69.6% | +156.0% | -86.4% | +28.8% |
| All | +69.6% | +152.3% | -82.7% | +28.8% |
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