+216.7%
CTVA vs CAKE
+158.2%
+58.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -4.5% | -4.5% | 0.0% | -3.6% |
| 30D | +11.3% | -12.4% | +23.8% | +14.3% |
| 3M | +12.3% | +37.3% | -25.0% | +4.5% |
| 6M | +7.2% | +70.7% | -63.5% | -5.3% |
| YTD | +26.0% | +106.0% | -80.0% | +6.5% |
| 1Y | +16.0% | +79.7% | -63.6% | +0.7% |
| 3Y | +73.9% | +267.8% | -193.9% | +26.6% |
| 5Y | +103.8% | +159.9% | -56.1% | +54.0% |
| All | +216.7% | +158.2% | +58.5% | +118.0% |
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 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