+5,504.4%
CSX vs CAKE
+4,018.7%
+1,485.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -2.4% |
| 30D | -3.1% | +2.4% | -5.5% | -3.8% |
| 3M | +7.2% | +69.0% | -61.8% | -6.0% |
| 6M | +16.2% | +69.3% | -53.1% | +1.5% |
| YTD | +37.5% | +115.8% | -78.2% | +13.1% |
| 1Y | +53.2% | +79.3% | -26.1% | +31.3% |
| 3Y | +68.2% | +262.0% | -193.8% | +19.4% |
| 5Y | +65.2% | +165.7% | -100.4% | +21.2% |
| 10Y | +504.1% | +158.9% | +345.2% | +296.8% |
| All | +5,504.4% | +4,018.7% | +1,485.7% | +2,181.4% |
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