-13.0%
CTSH vs CAKE
+78.0%
-91.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | -3.7% | -4.5% | +0.8% | -2.7% |
| 30D | +3.7% | -12.4% | +16.1% | +6.7% |
| 3M | +17.9% | +37.3% | -19.4% | +10.1% |
| 6M | -2.6% | +70.7% | -73.4% | -12.5% |
| YTD | -26.4% | +106.0% | -132.4% | -35.9% |
| 1Y | -13.0% | +79.7% | -92.7% | -26.0% |
| All | -13.0% | +78.0% | -91.1% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling