+12,476.4%
CTAS vs CAKE
+3,866.7%
+8,609.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.5% |
| 7D | +1.0% | -4.6% | +5.6% | +2.0% |
| 30D | -1.1% | -6.6% | +5.5% | +0.3% |
| 3M | +11.5% | +52.9% | -41.4% | +0.9% |
| 6M | +0.2% | +65.7% | -65.6% | -11.3% |
| YTD | +7.2% | +107.8% | -100.6% | -10.1% |
| 1Y | 0.0% | +78.5% | -78.5% | -13.5% |
| 3Y | +65.9% | +266.4% | -200.5% | +19.1% |
| 5Y | +109.6% | +159.6% | -50.1% | +56.6% |
| 10Y | +683.8% | +156.6% | +527.1% | +423.8% |
| All | +12,476.4% | +3,866.7% | +8,609.7% | +4,926.8% |
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 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