+5,786.8%
CSX vs CAKE
+4,110.1%
+1,676.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.3% | -4.7% | +4.4% | +0.8% |
| 30D | +8.7% | +0.9% | +7.8% | +8.3% |
| 3M | +4.2% | -2.7% | +6.9% | +4.4% |
| 6M | +16.7% | +81.2% | -64.5% | +0.2% |
| YTD | +44.5% | +120.6% | -76.1% | +17.8% |
| 1Y | +50.3% | +142.7% | -92.4% | +19.7% |
| 3Y | +76.3% | +283.3% | -207.0% | +23.3% |
| 5Y | +58.1% | +178.1% | -120.0% | +14.9% |
| 10Y | +416.4% | +133.1% | +283.3% | +246.6% |
| All | +5,786.8% | +4,110.1% | +1,676.8% | +2,276.4% |
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