+5,625.8%
CSX vs CAKE
+4,148.1%
+1,477.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.2% | +1.8% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | +6.8% | +2.3% | +4.5% | +6.1% |
| 3M | +0.7% | +3.9% | -3.2% | -0.7% |
| 6M | +13.3% | +81.4% | -68.1% | -2.8% |
| YTD | +40.5% | +122.5% | -82.0% | +14.4% |
| 1Y | +44.7% | +138.1% | -93.4% | +15.7% |
| 3Y | +74.5% | +288.0% | -213.5% | +21.7% |
| 5Y | +52.0% | +174.9% | -122.9% | +10.8% |
| 10Y | +412.6% | +144.3% | +268.4% | +240.4% |
| All | +5,625.8% | +4,148.1% | +1,477.7% | +2,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling