+107.7%
CTAS vs CAKE
+157.8%
-50.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +0.5% | -4.5% | +5.0% | +1.3% |
| 30D | -0.7% | -12.4% | +11.7% | +1.5% |
| 3M | +11.1% | +37.3% | -26.3% | +4.7% |
| 6M | +2.1% | +70.7% | -68.6% | -7.7% |
| YTD | +8.0% | +106.0% | -98.0% | -6.0% |
| 1Y | -0.5% | +79.7% | -80.1% | -11.3% |
| 3Y | +66.2% | +267.8% | -201.6% | +27.1% |
| All | +107.7% | +157.8% | -50.1% | +63.2% |
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