+32,929.6%
CTSH vs CAKE
+2,055.9%
+30,873.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -5.5% | -1.1% | -4.4% | -5.2% |
| 30D | +4.5% | +0.4% | +4.1% | +4.0% |
| 3M | +13.7% | +59.9% | -46.2% | -3.2% |
| 6M | -8.4% | +75.1% | -83.5% | -24.7% |
| YTD | -26.5% | +115.0% | -141.5% | -43.8% |
| 1Y | -13.9% | +81.6% | -95.5% | -30.8% |
| 3Y | -11.3% | +279.1% | -290.4% | -46.3% |
| 5Y | -14.8% | +170.6% | -185.5% | -45.3% |
| 10Y | +22.5% | +160.3% | -137.8% | -35.2% |
| All | +32,929.6% | +2,055.9% | +30,873.7% | +6,801.3% |
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