+219.9%
CTVA vs CAKE
+160.4%
+59.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.6% |
| 7D | -5.8% | -4.6% | -1.2% | -4.9% |
| 30D | +11.1% | -6.6% | +17.6% | +12.5% |
| 3M | +13.2% | +52.9% | -39.7% | +2.9% |
| 6M | +8.7% | +65.7% | -57.0% | -3.4% |
| YTD | +27.3% | +107.8% | -80.5% | +7.4% |
| 1Y | +18.0% | +78.5% | -60.5% | +2.6% |
| 3Y | +76.5% | +266.4% | -189.9% | +28.6% |
| 5Y | +105.1% | +159.6% | -54.5% | +55.1% |
| All | +219.9% | +160.4% | +59.5% | +119.8% |
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