+22.2%
CTSH vs CAKE
+155.4%
-133.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | -3.7% | -4.5% | +0.8% | -2.6% |
| 30D | +3.7% | -12.4% | +16.1% | +6.8% |
| 3M | +17.9% | +37.3% | -19.4% | +9.1% |
| 6M | -2.6% | +70.7% | -73.4% | -14.8% |
| YTD | -26.4% | +106.0% | -132.4% | -38.6% |
| 1Y | -13.0% | +79.7% | -92.7% | -25.3% |
| 3Y | -11.2% | +267.8% | -279.0% | -37.2% |
| 5Y | -14.3% | +159.9% | -174.2% | -36.5% |
| All | +22.2% | +155.4% | -133.3% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling